Recovery Process Model
| Year of publication: |
2008
|
|---|---|
| Authors: | Itoh, Yuki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 15.2008, 3, p. 307-347
|
| Publisher: |
Springer |
| Subject: | Recovery rate | Loan | Inhomogeneous compound Poisson process | Credit risk | BIS |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005684892