Recovery rates in investment-grade pools of credit assets: a large deviations analysis
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Publication:645601
DOI10.1016/j.spa.2011.08.005zbMath1235.60021arXiv1006.2711MaRDI QIDQ645601
Richard B. Sowers, Konstantinos V. Spiliopoulos
Publication date: 10 November 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.2711
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