Structural recovery of face value at default

DOI10.1016/j.ejor.2019.11.057zbMath1441.91086OpenAlexW3123284993MaRDI QIDQ2294656

Rajiv Guha, Alessandro Sbuelz, Andrea Tarelli

Publication date: 11 February 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.11.057

zbMATH Keywords

financedurationbond risk managementrecovery formsstructural endogenous default risk

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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