JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS.

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Bibliographic Details
Title: JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS.
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
Description
ISSN:02190249
DOI:10.1142/S0219024907004354