Exploiting default probabilities in a structural model with nonconstant barrier
Year of publication: |
2012
|
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Authors: | Agosto, Arianna ; Moretto, Enrico |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 7/9, p. 667-679
|
Subject: | Theorie | Theory | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
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