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A framework for extracting the probability of default from stock option prices
Takeyama, Azusa
;
Constantinou, Nick
;
Vinogradov, Dmitri V.
-
2012
Persistent link: https://www.econbiz.de/10009660069
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The relationship between credit default swap spreads and equity prices
Marzano, Michele
;
Dunn, Gary
;
Constantinou, Nick
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
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