Copulas, credit portfolios, and the broken heart syndrome

Giovanni Puccetti and Scherer Matthias ()
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Scherer Matthias: Lehrstuhl für Finanzmathematik, Technische Universität München, Germany

Dependence Modeling, 2018, vol. 6, issue 1, 114-130

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:6:y:2018:i:1:p:114-130:n:7

DOI: 10.1515/demo-2018-0007

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