Year | 2013 |
---|---|
Authors | MI-HSIU CHIANG |
Paper Title | 江彌修*;邱信瑜;王盈心, 2013.04, 'On the Characterization and Information Contents of Dynamic Default Correlation under the Doubly Stochastic Assumption: the Case of iTraxx CDO Tranches, ' 台大管理論叢 (臺灣社會科學核心期刊TSSCI第一級), Vol.24, No.S1, pp.97-132.(*為通訊作者) |
Vol.No | 388734 |
Date of Publication | 2013-04-01 |