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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736)

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MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
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    title
    MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (English)
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    author
    Xin Guo
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    Yan Zeng
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    Robert A. Jarrow
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    publication date
    6 March 2009
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    zbMATH DE Number
    5523712
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    zbMATH Keywords
    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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    OpenAlex ID
    W2168879545
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