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On correlation in intensity models
Lando, David - In: Structured credit products : pricing, rating, risk …, (pp. 69-83). 2004
Persistent link: https://www.econbiz.de/10003283028
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Confidence sets for continuous-time rating transition probabilities
Christensen, Jens H. E.; Hansen, Ernst; Lando, David - In: Journal of banking & finance 28 (2004) 11, pp. 2575-2602
Persistent link: https://www.econbiz.de/10002361860
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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Estimating volatility in the Merton model : the KMV estimate is not maximum likelihood
Christoffersen, Benjamin; Lando, David; Nielsen, Søren … - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1214-1230
Persistent link: https://www.econbiz.de/10013463403