The One-Factor Gaussian Copula Applied To CDOs
Just Say NO (or, If You See a Correlation Smile, She Is Laughing at Your “Results”)
Arturo Cifuentes and Georgios Katsaros
The Journal of Structured Finance Fall 2007, 13 (3) 60-71; DOI: https://doi.org/10.3905/jsf.2007.698656
