Stochastic Recovery Rate: Impact of Pricing Measure’s Choice and Financial Consequences on Single-Name Products
Crossref DOI link: https://doi.org/10.1007/978-3-319-95285-7_11
Published Online: 2018-08-19
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gambetti, Paolo
Gauthier, Geneviève
Vrins, Frédéric
License valid from 2018-01-01