Using equity options to imply credit information
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Publication:635970
DOI10.1007/s10479-009-0627-zzbMath1219.91151OpenAlexW2011330105MaRDI QIDQ635970
Angie Elkhodiry, Joseph C. Paradi, Luis A. Seco
Publication date: 25 August 2011
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0627-z
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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