Dezhong Wang, Ph.D. - Publications
Affiliations: | 2007 | Statistics and Applied Probability | University of California, Santa Barbara, Santa Barbara, CA, United States |
Area:
Statistics, Mathematics, FinanceYear | 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 | |||
Show low-probability matches. |