The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Paul Schneider
, Leopold Sögner
, Tanja Veza

Publication: Working/Discussion Paper › Working Paper/Preprint

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Mathematics and Credit Risk
Pichler, S. (PI - Project head), Summer, C. (researchers ) & Veza, T. (researchers )
1/05/05 → 30/04/09
Project: Research funding