JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS.
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| Title: | JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS. |
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| Authors: | EPPLE, FRIEDEL1, MORGAN, SAM1, SCHLOEGL, LUTZ1 luschloe@lehman.com |
| Source: | International Journal of Theoretical & Applied Finance. Jun2007, Vol. 10 Issue 4, p733-748. 16p. 4 Charts, 5 Graphs. |
| Database: | Mathematics Source |
| ISSN: | 02190249 |
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| DOI: | 10.1142/S0219024907004354 |