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A general framework for incorporating stochastic recovery in structural models of credit risk
Cohen, Albert
;
Costanzino, Nick
- In:
Risks
5
(
2017
)
4
,
pp. 1-19
the
partial
information
gap between firm manager and the market that is captured via a distortion of the probability of …
Persistent link: https://www.econbiz.de/10011996559
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