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- W2155136148 abstract "Many unresolved issues in the modeling and calibration of credit-risky instruments directly affect pricing and risk management, from the modeling of the determinants of recovery rates, credit spreads, contagion, and default dependence, to the testing of models. This compendium describes the current state of understanding in these different areas and identifies various unresolved issues." @default.
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- W2155136148 date "2005-06-30" @default.
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- W2155136148 title "Unresolved Issues in Modeling Credit-Risky Assets" @default.
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- W2155136148 doi "https://doi.org/10.3905/jfi.2005.523091" @default.
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