Recovery Process Model
Year of publication: |
2008
|
---|---|
Authors: | Itoh, Yuki |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 15.2008, 3, p. 307-347
|
Publisher: |
Springer |
Subject: | Recovery rate | Loan | Inhomogeneous compound Poisson process | Credit risk | BIS |
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