Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model

Author: Cohen Albert   Costanzino Nick  

Publisher: MDPI

E-ISSN: 2227-9091|5|2|26-26

ISSN: 2227-9091

Source: Risks, Vol.5, Iss.2, 2017-04, pp. : 26-26

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Abstract