Ping Li, Guangdong Huang. Credit Spread Option Pricing by Dynamic Copulas. In Yang Xiang, Pierangela Samarati, Jiankun Hu, Wanlei Zhou, Ahmad-Reza Sadeghi, editors, Fourth International Conference on Network and System Security, NSS 2010, Melbourne, Victoria, Australia, September 1-3, 2010. pages 450-455, IEEE Computer Society, 2010. [doi]
@inproceedings{LiH10-21, title = {Credit Spread Option Pricing by Dynamic Copulas}, author = {Ping Li and Guangdong Huang}, year = {2010}, doi = {10.1109/NSS.2010.93}, url = {http://dx.doi.org/10.1109/NSS.2010.93}, researchr = {https://researchr.org/publication/LiH10-21}, cites = {0}, citedby = {0}, pages = {450-455}, booktitle = {Fourth International Conference on Network and System Security, NSS 2010, Melbourne, Victoria, Australia, September 1-3, 2010}, editor = {Yang Xiang and Pierangela Samarati and Jiankun Hu and Wanlei Zhou and Ahmad-Reza Sadeghi}, publisher = {IEEE Computer Society}, isbn = {978-1-4244-8484-3}, }