Default and Recovery Risk Dependencies in a Simple Credit Risk Model
| Year of publication: |
2011
|
|---|---|
| Authors: | Bade, Benjamin ; Rösch, Daniel ; Scheule, Harald |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 17.2011, 1, p. 120-145
|