Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817): Difference between revisions

@@ Property / DOI @@
-.1007/s10436-006-0070-y
@@ Property / DOI: 10.1007/s10436-006-0070-y / rank @@
-Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W1999687059
@@ Property / OpenAlex ID: W1999687059 / rank @@
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@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+A Unified Approach to Generate Risk Measures
@@ Property / cites work: A Unified Approach to Generate Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on Credit Insurance
@@ Property / cites work: A Note on Credit Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10436-006-0070-Y
@@ Property / DOI: 10.1007/S10436-006-0070-Y / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:665817