Pages that link to "Item:Q3103152"

The following pages link to Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152):

Displaying 3 items.

• Research on CDS pricing model with endogenous recovery rate (Q2207878) (← links)
• Reassessing recovery rates – floating recoveries (Q5176297) (← links)
• PROBABILITY DENSITY OF RECOVERY RATE GIVEN DEFAULT OF A FIRM’S DEBT AND ITS CONSTITUENT TRANCHES (Q5281719) (← links)