[Statistics and Computing] Applied Quantitative Finance || Estimating Distance-to-Default with a Sector-Specific Liability Adjustment via Sequential Monte Carlo
Härdle, Wolfgang Karl, Chen, Cathy Yi-Hsuan, Overbeck, LudgerVolume:
10.1007/97
Year:
2017
Language:
english
DOI:
10.1007/978-3-662-54486-0_5
File:
PDF, 228 KB
english, 2017