Estimating actual probability of default from structural models

Lin Zou, Weiping Li

Year of publication:	2022
Authors:	Zou, Lin ; Li, Weiping
Subject:	CDS implied probability of default \| credit default swap (CDS) \| Probability of default \| Kreditderivat \| Credit derivative \| Kreditrisiko \| Credit risk \| Insolvenz \| Insolvency \| Wahrscheinlichkeitsrechnung \| Probability theory \| Schätzung \| Estimation \| Kreditversicherung \| Credit insurance \| Optionspreistheorie \| Option pricing theory

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