Implied Default Probabilities and Losses Given Default from Option Price
Journal of Financial Econometrics
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Main Authors: | ALLAUDEEN S/O S HAMEED, Conrad, Jennifer, Dittmar, Robert |
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Other Authors: | FINANCE |
Format: | Article |
Published: |
Oxford University Press
2020
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/171710 |
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Institution: | National University of Singapore |
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