Yamashita, S., & Yoshiba, T. (2011). Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process. Bank of Japan, Inst. for Monetary and Economic Studies.
Chicago-Zitierstil (17. Ausg.)Yamashita, Satoshi, und Toshinao Yoshiba. Analytical Solution for the Loss Distribution of a Collateralized Loan Under a Quadratic Gaussian Default Intensity Process. Tokyo: Bank of Japan, Inst. for Monetary and Economic Studies, 2011.
MLA-Zitierstil (9. Ausg.)Yamashita, Satoshi, und Toshinao Yoshiba. Analytical Solution for the Loss Distribution of a Collateralized Loan Under a Quadratic Gaussian Default Intensity Process. Bank of Japan, Inst. for Monetary and Economic Studies, 2011.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.