Stochastic recovery rate : impact of pricing measure's choice and financial consequences on single-name products
Paolo Gambetti, Geneviéve Gauthier and Frédéric Vrins
Year of publication: |
2018
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Authors: | Gambetti, Paolo ; Gauthier, Geneviève ; Vrins, Frédéric |
Published in: |
New methods in fixed income modeling : fixed income modeling. - Cham : Springer, ISBN 978-3-319-95284-0. - 2018, p. 181-203
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Saved in:
Online Resource
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