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    Calibration of the default probability model

    13 years 11 months ago
    Calibration of the default probability model
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    In this paper, we study the calibration problem for the Merton
    Alexander Y. Kreinin, Ahmed Nagi
    claim paper
    Added 10 Dec 2010
    Updated 10 Dec 2010
    Type Journal
    Year 2008
    Where EOR
    Authors Alexander Y. Kreinin, Ahmed Nagi
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