Recovery Process Model for Two Companies
Yuki Itoh ()
Asia-Pacific Financial Markets, 2009, vol. 16, issue 4, pages 287-331
Keywords: Recovery rate; Credit risk; Loan; Bivariate compound Poisson; Vernic recursion (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:apfinm:v:16:y:2009:i:4:p:287-331
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