A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664): Difference between revisions

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+https://doi.org/10.1080/14697688.2012.762459
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+W2055201270
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@@ Property / cites work @@
+Pricing a defaultable bond with a stochastic recovery rate
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+QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
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+Publication:5400664