@conference{aufsatz64601,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {CDO Pricing with Copulae },
    journal = {Bulletin of the International Statistical Institute},
    keywords = {CDO, CDS, multifactor models, multivariate distributions, Copulae, correlation smile},
    year = {2009},
    peerreview = {Nein},
    openaccess = {Ja},
    volume = {57},
    author = {Choros, Barbara and Härdle, Wolfgang and Okhrin, Ostap}
}