A new approach for firm value and default probability estimation beyond Merton models (Q928142)
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scientific article; zbMATH DE number 5286471
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| English | A new approach for firm value and default probability estimation beyond Merton models |
scientific article; zbMATH DE number 5286471 |
Statements
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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0.8091323375701904
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0.7754626274108887
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0.7554295063018799
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0.7532457709312439
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