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Publications in Scientific Journals:

J. Leitner:
"Fair (intra-bank transfer) prices for credits with stochastic recovery";
Annals of Finance, 4 (2008), 243 - 253.



"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s10436-006-0070-y



Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)


Created from the Publication Database of the Vienna University of Technology.