Pages that link to "Item:Q4372031"
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The following pages link to MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031):
Displayed 33 items.
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- Time reversal and last passage time of diffusions with applications to credit risk management (Q784742) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias (Q1734558) (← links)
- The perspective of a bank in granting credits: an optimization model (Q1758026) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Bank default indicators with volatility clustering (Q2036008) (← links)
- Estimating redenomination risk under Gumbel-Hougaard survival copulas (Q2054855) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Interval pricing study of deposit insurance in China (Q2213396) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
- Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan (Q3182642) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- Estimating default barriers from market information (Q3623409) (← links)
- CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- A framework for valuing corporate securities (Q4541560) (← links)
- Systemic Risk and Default Clustering for Large Financial Systems (Q4560344) (← links)
- Firm’s Volatility Risk Under Microstructure Noise (Q4561900) (← links)
- Estimating structural credit risk models when market prices are contaminated with noise (Q4628717) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- Randomized Global Sensitivity Analysis and Model Robustness (Q5117942) (← links)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)
- An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)
- Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (Q6054440) (← links)