A New Approach for Firm Value and Default Probability Estimation beyond Merton Models
| Year of publication: |
2008
|
|---|---|
| Authors: | Giuli, Maria ; Fantazzini, Dean ; Maggi, Mario |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 31.2008, 2, p. 161-180
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Firm value | No arbitrage | Structural models | Bivariate option | Copula |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005808943