A SIMPLE EMPIRICAL MODEL OF EQUITY-IMPLIED PROBABILITIES OF DEFAULT
| Year of publication: |
2011
|
|---|---|
| Authors: | Altman, Edward ; Fargher, Neil ; Kalotay, Egon |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 20.2011, 3, p. 71-86
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