David Lando

From MaRDI portal
(Redirected from Person:375361)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood
Mathematical Finance
2023-09-28Paper
On Cox processes and credit risky securities
Review of Derivatives Research
2013-10-30Paper
Credit Risk Modeling
Handbook of Financial Time Series
2009-11-27Paper
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
Mathematical Finance
2005-08-17Paper
Term Structures of Credit Spreads with Incomplete Accounting Information
Econometrica
2002-05-28Paper
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *
Review of Finance
2001-05-11Paper
scientific article; zbMATH DE number 1222802 (Why is no real title available?)1998-11-11Paper


Research outcomes over time


This page was built for person: David Lando