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Barbara Choroś-Tomczyk · Study
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Barbara Choroś-Tomczyk
1 works
· latest 2013
· 1 institutions
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
2013 · 21 citations
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Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Journal of Empirical Finance
·
2013
·
3 authors
21
citations