<?xml version="1.0" encoding="US-ASCII"?>
<dblp>
<article key="journals/eor/LeiPFH23" mdate="2023-03-11">
<author orcid="0000-0002-4563-2437">Lei Lei 0005</author>
<author orcid="0000-0003-2584-8131">Yijie Peng</author>
<author>Michael C. Fu 0001</author>
<author orcid="0000-0003-2989-8048">Jian-Qiang Hu</author>
<title>Copula sensitivity analysis for portfolio credit derivatives.</title>
<pages>455-466</pages>
<year>2023</year>
<month>July</month>
<volume>308</volume>
<journal>Eur. J. Oper. Res.</journal>
<number>1</number>
<ee>https://doi.org/10.1016/j.ejor.2022.10.031</ee>
<url>db/journals/eor/eor308.html#LeiPFH23</url>
</article></dblp>
