On the conditional default probability in a regulated market: a structural approach

DOI10.1080/14697680903473278zbMath1277.91181MaRDI QIDQ2866382

Xuewei Yang, Dan Tang, Yong Jin Wang, Li Jun Bo

Publication date: 13 December 2013

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903473278

Mathematics Subject Classification ID

91G40: Credit risk

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