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Modeling Ultimate Loss-Given-Default and Time-to-Resolution..:
Jacobs, Michael
Journal of Financial Risk Management. 13 (2024) 2 - p. 426-459 , 2024
Link:
https://doi.org/10.4236/jfrm.2024.132020
RT Journal T1
Modeling Ultimate Loss-Given-Default and Time-to-Resolution on Corporate Debt
UL https://suche.suub.uni-bremen.de/peid=cr-10.4236_jfrm.2024.132020&Exemplar=1&LAN=DE A1 Jacobs, Michael PB Scientific Research Publishing, Inc. YR 2024 SN 2167-9533 SN 2167-9541 JF Journal of Financial Risk Management VO 13 IS 2 SP 426 OP 459 LK http://dx.doi.org/https://doi.org/10.4236/jfrm.2024.132020 DO https://doi.org/10.4236/jfrm.2024.132020 SF ELIB - SuUB Bremen
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