IMPLICATIONS OF STOCHASTIC RECOVERY RATES IN EVALUATING CDO TRANCHES
| Year of publication: |
2004
|
|---|---|
| Authors: | Garcia, Tania ; Maghakian, Arthur ; Sharma, Sanjay |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 14.2004, 3, p. 64-71
|