Pricing Recovery Risk via a Partial Information Transform
| Year of publication: |
2017
|
|---|---|
| Authors: | Cohen, Albert |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information |
| Description of contents: |
In his seminal paper, Wan ...
|
| Extent: | 1 Online-Ressource (18 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2017 erstellt |
| Other identifiers: | 10.2139/ssrn.2838571 [DOI] |
| Classification: | C02 - Mathematical Methods ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G22 - Insurance; Insurance Companies ; G33 - Bankruptcy; Liquidation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012968154