Data for: A New Approach to Estimating Loss-Given-Default Distribution
Published: 2 March 2021| Version 1 | DOI: 10.17632/m7c43ww7fm.1
Contributor:
Rusudan KevkhishviliDescription
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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Finance, Stochastic Process, Financial Risk, Financial Analysis, Risk