Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203): Difference between revisions

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+A Tale of Two Time Scales
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
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+MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
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+A framework for valuing corporate securities
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+Econometric specification of stochastic discount factor models
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+Filtering via Simulation: Auxiliary Particle Filters
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