A note on a model of Merton type for valuing default risk (Q4919218)
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scientific article; zbMATH DE number 6161641
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| English | A note on a model of Merton type for valuing default risk |
scientific article; zbMATH DE number 6161641 |
Statements
8 May 2013
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Merton's model
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default risk
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independent increments
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0.8744553327560425
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0.7902393937110901
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0.7818697690963745
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