Calibration of the default probability model (Q2464231): Difference between revisions
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Set profile property. |
Set OpenAlex properties. |
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| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2004.11.029 / rank | |||
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| Property / OpenAlex ID: W2045249627 / rank | |||
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Revision as of 01:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the default probability model |
scientific article |
Statements
Calibration of the default probability model (English)
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10 December 2007
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credit risk
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default probability
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Merton-Vasicek model
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calibration
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