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Parameter estimation of default portfolios using the Merton..:
Hisakado, Masato
;
Mori, Shintaro
Physica A: Statistical Mechanics and its Applications. 563 (2021) - p. 125435 , 2021
Link:
https://doi.org/10.1016/j.physa.2020.125435
RT Journal T1 <Title>Parameter estimation of default portfolios using the Merton model and phase transition</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2020.125435&Exemplar=1&LAN=DE A1 Hisakado, Masato A1 Mori, Shintaro PB Elsevier BV YR 2021 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 563 SP 125435 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2020.125435 DO https://doi.org/10.1016/j.physa.2020.125435 SF ELIB - SuUB Bremen
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