@article{aufsatz75511,
    affiliation = {Professur für Ökonometrie und Statistik, insb. im Verkehrswesen},
    title = {A comparison study of pricing credit default swap index tranches with convex combination of copulae},
    journal = {The North American Journal of Economics and Finance},
    keywords = {Copula Convex Combination of Copulae CDS Index Credit Risk},
    year = {2017},
    peerreview = {Ja},
    openaccess = {Nein},
    volume = {42},
    author = {Okhrin, Ostap and Xu, Ya Fei}
}