Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework
Crossref DOI link: https://doi.org/10.1080/15598608.2016.1141733
Published Online: 2016-01-25
Published Print: 2016-04-02
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Fischer, Matthias
Köstler, Christoph
Jakob, Kevin
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=ujsp20