Pages that link to "Item:Q4372031"
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The following pages link to MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031):
Displayed 10 items.
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- The perspective of a bank in granting credits: an optimization model (Q1758026) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
- Estimating the cost of deposit insurance with stochastic interest rates: the case of Taiwan (Q3182642) (← links)
- Estimating default barriers from market information (Q3623409) (← links)
- CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195) (← links)
- ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423) (← links)
- A framework for valuing corporate securities (Q4541560) (← links)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)