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~institution:"Wirtschaftswissenschaftliche Fakultät, Universität Regensburg"
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Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Updating the Option Implied Probability of Default Methodology
Vilsmeier, Johannes
-
Wirtschaftswissenschaftliche Fakultät, Universität …
-
2011
literature. First, a numerically more stable objective function for the estimation of the
risk
neutral
density
is derived whose …
Persistent link: https://www.econbiz.de/10009318408
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