Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Year of publication: |
2005
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Authors: | Duan, Jin-Chuan ; Fulop, Andras |
Publisher: |
Budapest : Hungarian Academy of Sciences, Institute of Economics |
Subject: | Particle filtering | maximum likelihood | option pricing | credit risk | simulation |
Series: | IEHAS Discussion Papers ; MT-DP - 2005/17 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 872583538 [GVK] hdl:10419/108074 [Handle] RePEc:has:discpr:0517 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan, (2005)
-
Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Duan, Jin-Chuan, (2005)
-
Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Duan, Jin-Chuan, (2006)
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Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Duan, Jin-Chuan, (2005)
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Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises
Duan, Jin-Chuan, (2006)
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan, (2009)
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