Modeling loss given default with stochastic collateral

Economic Modelling 2015 / 01 Vol. 44

Modeling loss given default with stochastic collateral

Frontczak, Robert, Rostek, Stefan
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Volume:
44
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.10.006
Date:
January, 2015
File:
PDF, 558 KB
english, 2015
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