Year 2009
Authors SZU-LANG LIAO
Paper Title 廖四郎*;M. S. Chen; F. C. Li, 2009.02, 'A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity/ International Journal of Information and Management Sciences, ' International Journal of Information and Management Sciences, Vol.44, No.1, pp.95-102.(EI)(*為通訊作者)
Vol.No 269277
Date of Publication 2009-02-01