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Continuous Term Structures for Implied Recovery

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Werte des Fehlerintegrals $$\Phi (\gamma) = {\frac{2}{\sqrt{\pi}}}{\int_{0}^{\gamma}{{{\text{e}}^{-t^2}}}dt}$$
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Implied recovery
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Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
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The Determinants of Recovery Rates in the US Corporate Bond Market
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The Oxford Handbook of Credit Derivatives
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Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
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PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
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Finite Difference Schemes and Partial Differential Equations, Second Edition
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An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default
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Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
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What Do We Know About Loss Given Default?
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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
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The Sigma - Lambda Transition Magnetic Moment
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A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
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Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds
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Assessing Asset Pricing Models Using Revealed Preference
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Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers
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Valuation of Convertible Bonds With Credit Risk
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The Sum
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Numerical methods for engineers and scientists
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