ERRATUM: "EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY"

Michael A. H. Dempster (), Elena A. Medova () and Seung W. Yang ()
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Michael A. H. Dempster: Centre for Financial Research, Judge Business School, University of Cambridge, United Kingdom;
Elena A. Medova: Centre for Financial Research, Judge Business School, University of Cambridge, United Kingdom;
Seung W. Yang: Centre for Financial Research, Judge Business School, University of Cambridge, United Kingdom;

International Journal of Theoretical and Applied Finance (IJTAF), 2007, vol. 10, issue 07, 1255-1260

Abstract: No abstract received.

Date: 2007
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DOI: 10.1142/S0219024907004639

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