Implied recovery
type: Item
instance of: scholarly article
title: Implied recovery
zbMATH Open document ID: 1178.91209
author: Paul Hanouna
author: Sanjiv R. Das
publication date: 2009-10-26T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 5620695
zbMATH Keywords: credit default swaps
zbMATH Keywords: recovery
zbMATH Keywords: default probability
zbMATH Keywords: reduced form
MaRDI profile type: Publication
full work available at URL: j.jedc.2009.04.005
OpenAlex ID: W4251597813
cites work: Option pricing: A simplified approach
cites work: An Integrated Model for Hybrid Securities
cites work: Q5226713
cites work: MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
cites work: Pricing the risks of default
cites work: Mathematics of Speculative Price
DOI: 10.1016/J.JEDC.2009.04.005
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5620695