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Estimating volatility in the Merton model : the KMV estimate is not maximum likelihood
Christoffersen, Benjamin
;
Lando, David
;
Nielsen, Søren …
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1214-1230
Persistent link: https://www.econbiz.de/10013463403
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