Work

A reinforced urn process modeling of recovery rates and recovery times

Year: 2018

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2018.08.014

Authors: Dan Cheng, Pasquale Cirillo

Institution: Delft University of Technology

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2736590343

FWCI: 4.631

Cites: 54

Cited by: 22

Related to: 10