MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736)
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scientific article; zbMATH DE number 5523712
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| English | MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL |
scientific article; zbMATH DE number 5523712 |
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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (English)
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6 March 2009
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credit risk
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recovery rates
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reduced form model
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filtration reduction
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0.7775360941886902
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0.7656571865081787
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0.7606596350669861
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