Implied Default Probabilities and Losses Given Default from Option Price

Journal of Financial Econometrics

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Bibliographic Details
Main Authors: ALLAUDEEN S/O S HAMEED, Conrad, Jennifer, Dittmar, Robert
Other Authors: FINANCE
Format: Article
Published: Oxford University Press 2020
Online Access:https://scholarbank.nus.edu.sg/handle/10635/171710
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Institution: National University of Singapore