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You can work it out! : valuation and recovery of private debt with a renegotiable default threshold
Hasan, Majid; Blanc-Brude, Frédéric - In: The journal of fixed income 26 (2017) 4, pp. 113-127
Persistent link: https://www.econbiz.de/10011684776
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A structural model of credit risk for illiquid debt
Blanc-Brude, Frédéric; Hasan, Majid - In: The journal of fixed income 26 (2016) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10011660746
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Calibrating credit risk dynamics in private infrastructure debt
Blanc-Brude, Frédéric; Hasan, Majid; Whittaker, Timothy - In: The journal of fixed income 27 (2018) 4, pp. 54-71
Persistent link: https://www.econbiz.de/10011900630