David Lando

From MaRDI portal
Person:375361

Available identifiers

zbMath Open lando.davidMaRDI QIDQ375361

List of research outcomes





PublicationDate of PublicationType
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood2023-09-28Paper
On Cox processes and credit risky securities2013-10-30Paper
Credit Risk Modeling2009-11-27Paper
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS2005-08-17Paper
Term Structures of Credit Spreads with Incomplete Accounting Information2002-05-28Paper
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *2001-05-11Paper
https://portal.mardi4nfdi.de/entity/Q42183891998-11-11Paper

Research outcomes over time

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