Estimating the structural credit risk model when equity prices are contaminated by trading noises

Estimating the structural credit risk model when equity prices are contaminated by trading noises

10.1016/j.jeconom.2008.12.003

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書目詳細資料
Main Authors:	Duan, J.-C., Fulop, A.
其他作者:	FINANCE
格式:	Article
出版:	2013
主題:	Credit risk Maximum likelihood Microstructure Option pricing Particle filtering
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/44423
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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