Pricing kth realization derivatives and collateralized debt obligation with multivariate Fréchet copula

所属期刊栏目：11

资助基金：Yang's research was partly supported by the Key Program of National Natural Science Foundation of China Grant No.11131002 and the National Natural Science Foundation of China Grant No.11271033.Wang's research was partly supported by the Ministry of Education in China's Project of Humanities and Social Sciences Grant No.11YJA910004.

在线出版日期：2016-11-08（万方平台首次上网日期，不代表论文的发表时间）

页数：共32页

页码：1419-1450