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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
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On Cox processes and credit risky securities
Lando, David - In: Review of derivatives research 2 (1998) 2/3, pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
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Three essays on contingent claims pricing
Lando, David - 1994
Persistent link: https://www.econbiz.de/10000904134
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
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State-dependent realignments in target zone currency regimes
Christensen, Peter Ove - In: Review of derivatives research 1 (1997) 4, pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
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Robustness of distance-to-default
Jessen, Cathrine; Lando, David - In: Journal of banking & finance 50 (2015), pp. 493-505
Persistent link: https://www.econbiz.de/10010510191