On the way to recovery: A nonparametric bias free estimation of recovery rate densities
| Year of publication: |
2004
|
|---|---|
| Authors: | Renault, Olivier ; Scaillet, Olivier |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 12, p. 2915-2931
|
| Publisher: |
Elsevier |