Dezhong Wang, Ph.D. - Publications

Affiliations: 
2007 Statistics and Applied Probability University of California, Santa Barbara, Santa Barbara, CA, United States 
Area:
Statistics, Mathematics, Finance

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Year Citation  Score
2009 Wang D, Rachev ST, Fabozzi FJ. Pricing of credit default index swap tranches with one-factor heavy-tailed copula models Journal of Empirical Finance. 16: 201-215. DOI: 10.1016/J.Jempfin.2008.08.003  0.376
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