A new approach for firm value and default probability estimation beyond Merton models (Q928142)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5286471
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
11 June 2008
0 references
Firm value
0 references
No arbitrage
0 references
Structural models
0 references
Bivariate option
0 references
Copula
0 references
0.8091323375701904
0 references
0.7754626274108887
0 references
0.7554295063018799
0 references
0.7532457709312439
0 references
