A new approach for firm value and default probability estimation beyond Merton models (Q928142): Difference between revisions
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Revision as of 22:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for firm value and default probability estimation beyond Merton models |
scientific article |
Statements
A new approach for firm value and default probability estimation beyond Merton models (English)
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11 June 2008
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Firm value
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No arbitrage
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Structural models
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Bivariate option
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Copula
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