A new approach for firm value and default probability estimation beyond Merton models (Q928142): Difference between revisions

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+Credit risk: Modelling, valuation and hedging
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+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+Q3412547
@@ Property / cites work: Q3412547 / rank @@
+Normal rank
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+Q4382161
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+Normal rank
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+An introduction to copulas. Properties and applications
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+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank