Implied asset value volatility from a new structural model of credit risk
James Chen
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, James |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 29.2020, 3, p. 38-52
|
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Volatilität | Volatility | Messung | Measurement | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfi.2019.1.076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253566