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 Style (17th ed.) CitationYamashita, Satoshi, and 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 (9th ed.) CitationYamashita, Satoshi, and 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.
Warning: These citations may not always be 100% accurate.