Analytical Solution for Expected Loss of a Collateralized Loan: A square-root intensity process negatively coorrelated with the collateral value
Analytical Solution for Expected Loss of a Collateralized Loan: A square-root intensity process negatively coorrelated with the collateral value
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抵押贷款预期损失的分析解:与抵押品价值负相关的平方根强度过程
DOI:
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发表时间:
2010
期刊:
影响因子:
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通讯作者:
吉羽要直
中科院分区:
文献类型:
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作者:
山下智志;吉羽要直