On the way to recovery: A nonparametric bias free estimation of recovery rate densities

Olivier Renault and Olivier Scaillet

Journal of Banking & Finance, 2004, vol. 28, issue 12, 2915-2931

Date: 2004
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Citations: View citations in EconPapers (48)

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Working Paper: On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:28:y:2004:i:12:p:2915-2931

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