Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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