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Erratum: "Empirical Copulas for Cdo Tranche Pricing Using Relative Entropy"

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s0219024907004639
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Abstract

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Categories
EconomicsEconometricsFinance
Date

November 1, 2007

Authors
MICHAEL A. H. DEMPSTERELENA A. MEDOVASEUNG W. YANG
Publisher

World Scientific Pub Co Pte Lt


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