J. Leitner:
"Fair (intra-bank transfer) prices for credits with stochastic recovery";
Annals of Finance, 4 (2008), S. 243 - 253.
http://dx.doi.org/10.1007/s10436-006-0070-y
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)