On the conditional default probability in a regulated...

Quantitative Finance 2011 / 12 Vol. 11; Iss. 12

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

Bo, Lijun, Tang, Dan, Wang, Yongjin, Yang, Xuewei
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Volume:
11
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680903473278
Date:
December, 2011
File:
PDF, 441 KB
english, 2011
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