The modeling of recovery rate’s density function given default by using nonparametric estimation method

CHEN Rong-da, ZHENG Wei, YUAN George Xian-zhi

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 12-22.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 12-22. DOI: 10.12011/1000-6788(2014)s1-12

The modeling of recovery rate’s density function given default by using nonparametric estimation method

  • CHEN Rong-da1,2,3, ZHENG Wei1, YUAN George Xian-zhi4
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(s1): 12-22 https://doi.org/10.12011/1000-6788(2014)s1-12

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