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

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A new approach for firm value and default probability estimation beyond Merton models
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    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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