Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203): Difference between revisions
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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Property / zbMATH DE Number: 6600718 / rank | |||
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particle filtering | |||
Property / zbMATH Keywords: particle filtering / rank | |||
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maximum likelihood | |||
Property / zbMATH Keywords: maximum likelihood / rank | |||
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option pricing | |||
Property / zbMATH Keywords: option pricing / rank | |||
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credit risk | |||
Property / zbMATH Keywords: credit risk / rank | |||
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microstructure | |||
Property / zbMATH Keywords: microstructure / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.12.003 / rank | |||
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Property / OpenAlex ID: W2159664368 / rank | |||
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Latest revision as of 07:05, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Estimating the structural credit risk model when equity prices are contaminated by trading noises |
scientific article |
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Estimating the structural credit risk model when equity prices are contaminated by trading noises (English)
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4 July 2016
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particle filtering
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maximum likelihood
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option pricing
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credit risk
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microstructure
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