Journal of Futures Markets: Volume 44, Number 10, October 2024
Unveiling mispricing risks: Nonlarge homogeneous portfolio factor copula Unveiling mispricing risks: Nonlarge homogeneous portfolio factor copula models for enhanced valuation of subordinated loan securitization models for enhanced valuation of subordinated loan securitization 1710 1710
Publication Details
- Journal
- Journal of Futures Markets
- Published
- 2024-09-09
- DOI
- https://doi.org/10.1002/fut.22436
- Primary Topic
- State Capitalism and Financial Governance
- Type
- article
- Field-Weighted Citation Impact
- 0.00