Equity Option Implied Probability of Default and Equity...

Equity Option Implied Probability of Default and Equity Recovery Rate

Chang, Bo Young, Orosi, Greg
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Volume:
37
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21823
Date:
June, 2017
File:
PDF, 289 KB
english, 2017
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