Bond and CDS Pricing with Recovery Risk I: The Stochastic...

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SSRN Electronic Journal 2014

Bond and CDS Pricing with Recovery Risk I: The Stochastic Recovery Merton Model

Cohen, Albert, Costanzino, Nick
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2544532
File:
PDF, 367 KB
english, 2014
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