Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence (Q5139465)
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scientific article; zbMATH DE number 7283262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence |
scientific article; zbMATH DE number 7283262 |
Statements
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence (English)
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9 December 2020
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structural credit risk model
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estimation approach
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default prediction
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maximum likelihood estimation (MLE)
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Monte Carlo experiment
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down-and-out barrier model
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KMV estimation method
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