David Lando
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood Mathematical Finance | 2023-09-28 | Paper |
| On Cox processes and credit risky securities Review of Derivatives Research | 2013-10-30 | Paper |
| Credit Risk Modeling Handbook of Financial Time Series | 2009-11-27 | Paper |
| DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS Mathematical Finance | 2005-08-17 | Paper |
| Term Structures of Credit Spreads with Incomplete Accounting Information Econometrica | 2002-05-28 | Paper |
| Swap Pricing with Two-Sided Default Risk in a Rating-Based Model * Review of Finance | 2001-05-11 | Paper |
| scientific article; zbMATH DE number 1222802 (Why is no real title available?) | 1998-11-11 | Paper |
Research outcomes over time
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