Calibrating structural models: a new methodology based on stock and credit default swap data (Q2866387)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating structural models: a new methodology based on stock and credit default swap data |
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Calibrating structural models: a new methodology based on stock and credit default swap data (English)
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13 December 2013
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structural credit risk models
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calibration
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default barrier
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