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"Empirical Studies of Structural Credit Risk Models and the Application in ..."

Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee (2009)

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DOI: 10.1142/S0219622009003703

access: closed

type: Journal Article

metadata version: 2020-03-13

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Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee:
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence. Int. J. Inf. Technol. Decis. Mak. 8(4): 629-675 (2009)

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