On the way to recovery: A nonparametric bias free estimation of recovery rate densities

Journal of Banking & Finance - Tập 28 - Trang 2915-2931 - 2004
Olivier Renault1, Olivier Scaillet2
1Financial Econometrics Research Centre, University of Warwick, Conventry, UK
2HEC Genève and FAME, UNIMAIL, Faculté des SES, 102 Bd Carl Vogt, 1211 Genève 4, Switzerland

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