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JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS.

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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
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1142/S0219024907004354
    Languages:
      – Code: eng
        Text: English
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      Pagination:
        PageCount: 16
        StartPage: 733
    Titles:
      – TitleFull: JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS.
        Type: main
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          Name:
            NameFull: EPPLE, FRIEDEL
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            NameFull: MORGAN, SAM
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            NameFull: SCHLOEGL, LUTZ
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            – D: 01
              M: 06
              Text: Jun2007
              Type: published
              Y: 2007
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              Value: 10
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: International Journal of Theoretical & Applied Finance
              Type: main
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