Modeling of recovery rate for a given default by non-parametric method

Pacific-Basin Finance Journal - Tập 57 - Trang 101085 - 2019
Rongda Chen1,2, Hanxian Zhou1, Chenglu Jin1, Wei Zheng1
1School of Finance, Zhejiang University of Finance and Economics, Hangzhou 310018, China
2Coordinated Innovation Centre of Wealth Management and Quantitative Investment of Zhejiang University of Finance and Economics, Hangzhou 310018, China

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