Data for: A New Approach to Estimating Loss-Given-Default Distribution

Published: 02-03-2021| Version 1 | DOI: 10.17632/m7c43ww7fm.1
Contributor:
Rusudan Kevkhishvili

Description

Matlab codes used for the numerical analysis in the article "A New Approach to Estimating Loss-Given-Default Distribution" (Masahiko Egami, Rusudan Kevkhishvili)

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