On the accuracy of loss-given-default prediction intervals

By Baixauli J. Samuel   Alvarez Susana  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 10, Iss. 2, 2009-02 ,pp. : 131-141

Emerald Group Publishing Ltd

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Discounting long and uncertain workout recoveries for estimating loss given default

By Roy Subarna  

Journal of Risk Management in Financial Institutions, Vol. 6, Iss. 1, 2013-01 ,pp. : 97-108

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Single and joint default in a structural model with purely discontinuous asset prices

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Quantitative Finance, Vol. 10, Iss. 3, 2010-03 ,pp. : 249-263

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Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

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European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 239-268

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Comment on `Swap Pricing with Two-Sided Default Risk in a Rating-Based Model'

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