A correlated structural credit risk model with random coefficients and its Bayesian estimation using stock and credit market information
Year of publication: |
September 2016
|
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Authors: | Kwon, Tae Yeon |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 10.2016, 3, p. 21-48
|
Subject: | Kreditrisiko | Credit risk | Börsenkurs | Share price | Kreditderivat | Credit derivative | Schätzung | Estimation | USA | United States | 2009 |
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