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Totouom, Daniel's
Scholarly Papers
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Total Downloads
885 |
Total
Citations
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1.
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Tapiero, Charles S. NYU Poly - Department of Finance and Risk Engineering Totouom, Daniel BNP Paribas
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credit derivatives, structured products, CDO, pricing, modeling
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Galli, Alain G. Cerna Mines-Paristech Armstrong, Margaret Cerna Mines-Paristech Totouom, Daniel BNP Paribas
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Key words: Copulas, Archimedean, Tail dependence, Pearson process, Affine processes, CIR process, multivariate Laplace transform
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