Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo

J.-C. Duan and W.-T. Wang

Year of publication:	[2017]
Authors:	Duan, Jin-Chuan ; Wang, W.-T.
Published in:	Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 73-91
Subject:	Insolvenz \| Insolvency \| Prognoseverfahren \| Forecasting model \| Kreditrisiko \| Credit risk \| Schätztheorie \| Estimation theory \| Verbindlichkeiten \| Corporate debt \| Branche \| Economic sector \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States

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