Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Satoshi Yamashita; Toshinao Yoshiba
| Year of publication: |
2013
|
|---|---|
| Authors: | Yamashita, Satoshi ; Yoshiba, Toshinao |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 9.2013, 2, p. 27-44
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010185497