Research on CDS pricing model with endogenous recovery rate (Q2207878): Difference between revisions

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+https://doi.org/10.1016/j.cnsns.2018.02.004
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+W2792407777
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@@ Property / cites work @@
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+Implied recovery
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+Pricing CDOs with state-dependent stochastic recovery rates
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+Pricing credit derivatives under stochastic recovery in a hybrid model
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