On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions

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Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang

Published: 01 Jan 2006, Last Modified: 26 Jul 2025Int. J. Inf. Technol. Decis. Mak. 2006EveryoneRevisionsBibTeXCC BY-SA 4.0