Stochastic LGD and EAD in a Structural Model of Portfolio Credit Risk
Kaposty Florian, Löderbusch Matthias, Maciag Jakob
Research article (journal) | Peer reviewedDetails about the publication
Journal: Journal of Credit Risk
Volume: 13
Issue: 1
Status: Published
Release year: 2017
Language in which the publication is written: English
Authors from the University of Münster
| Kaposty, Florian | Chair of Banking |
| Löderbusch, Matthias | Chair of Banking |
| Maciag, Jakob | Chair of Banking |