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    1 research outputs found

    Continuous Term Structures for Implied Recovery

    Author
    1. % Cva
    2. &apos
    3. / Mc/
    4. Bjorn Flesaker
    5. D Joe
    6. Damiano Brigo
    7. Damiano Brigo
    8. Damiano Brigo
    9. Damiano Brigo
    10. Daniel Covitz
    11. Darrell Duffie
    12. Darrell Duffie
    13. David Gottlieb
    14. Dilip Haluk Unal
    15. Dilip Madan
    16. E Ayache
    17. Edward Altman
    18. Edward I Altman
    19. Edward I Altman
    20. Ey
    21. Fang Fang
    22. Grid
    23. Grid
    24. Gurdip Bakshi
    25. H E Jens
    26. Isda Cds Marketplace
    27. John C Cox
    28. John C Strikwerda
    29. John Hull
    30. Jun Pan
    31. K=multiseniority+1
    32. Marcin Jaskowski
    33. Markit
    34. Nathan Meibergen
    35. Nishul Saperia
    36. Peter Forsyth
    37. Premactive=sum
    38. Premactiveindex=find
    39. Protactive=sum
    40. Protactiveindex=find
    41. R Sanjiv
    42. R Tomasz
    43. R=normcdf
    44. Rainer Jankowitsch
    45. Rajiv Guha
    46. Reuters
    47. Richard Cantor
    48. Richard Cantor
    49. Robert C Merton
    50. S
    51. S
    52. S N=2 * S
    53. Sic
    54. Sinner=grid
    55. Spreads
    56. Spreads
    57. Spreads
    58. T
    59. T
    60. T Max=tmax
    61. Til Schuermann
    62. Timo Schl�fer
    63. V Viral
    64. Vadim Linetsky
    65. W Cornelis
    66. Y Muromachi
    67. Yukinori Iwashita
    Publication venue
    'Elsevier BV'
    Publication date
    01/01/2015
    Field of study
    Full text link
    Crossref
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