违约回收率密度函数模拟的非参数估计方法研究
陈荣达, 郑玮, 袁先智
The modeling of recovery rate’s density function given default by using nonparametric estimation method
CHEN Rong-da, ZHENG Wei, YUAN George Xian-zhi
系统工程理论与实践
.
2014, (s1): 12
-22
.
DOI: 10.12011/1000-6788(2014)s1-12
