@book{ BB05392532, author = "山下, 智志 and 吉羽, 要直 and 日本銀行金融研究所", title = "Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value", publisher = "Institute for Monetary and Economic Studies, Bank of Japan", year = "2010", series = "IMES discussion paper series", number = "no. 2010-E-10", URL = "https://ci.nii.ac.jp/ncid/BB05392532" }

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