Pricing a defaultable bond with a stochastic recovery rate (Q5189714)
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scientific article; zbMATH DE number 5680125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing a defaultable bond with a stochastic recovery rate |
scientific article; zbMATH DE number 5680125 |
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Pricing a defaultable bond with a stochastic recovery rate (English)
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11 March 2010
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reduced-form model
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default risk
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stochastic recovery rate
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