"A calibration method for structural models of credit risk with reporting bias."

Agostino Capponi (2009)

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DOI: 10.1109/CIFER.2009.4937495

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Agostino Capponi:
A calibration method for structural models of credit risk with reporting bias. CIFEr 2009: 1-7

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