one-factor copula function

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Pricing for a basket of LCDS under fuzzy environments.

Wu, Liang;Liu, Jie-Fang;Wang, Jun-Tao;Zhuang, Ya-Ming;

2016 SpringerPlus 121 views

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SpringerPlus

ISSN: 2193-1801 1,160 views

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first default pricing of a basket of lcds fuzziness and hesitation prepayment risk