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~institution:"Nihon Ginkō / Kinʼyū Kenkyūjo"
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Nihon Ginkō / Kinʼyū Kenkyūjo
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The role of default in macroeconomics
Goodhart, Charles A. E.
;
Tsomocos, Dimitrios P.
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2011
Persistent link: https://www.econbiz.de/10009377366
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Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
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