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Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S., (2024)
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong, (2021)
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian, (2006)
An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt
Jacobs, Michael <Jr.>, (2011)
Stress testing credtit risk portfolios
Jacobs, Michael <Jr.>, (2013)
Modeling Ultimate Loss-Given-Default on Corporate Debt
Jacobs, Michael <Jr.>, (2020)