An asset drop model as an alternative to the treatment of double defaults within the Basel framework

S. Ebert, E. Lütkebohmert

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{954134c852594eec9edbb91b642a5be6,

title = "An asset drop model as an alternative to the treatment of double defaults within the Basel framework",

author = "S. Ebert and E. L{\"u}tkebohmert",

year = "2012",

language = "English",

volume = "8",

pages = "41--63",

journal = "Journal of Credit Risk",

issn = "1744-6619",

publisher = "Incisive Media Ltd.",

number = "3",

}