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Structural credit loss distributions under non-normality
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10009783200
Saved in:
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STRUCTURAL CREDIT LOSS DISTRIBUTIONS UNDER NON-NORMALITY
Batiz-Zuk, Enrique
;
Christodoulakis, George
;
Poon, Ser-Huang
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10010158132
Saved in:
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