Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (Q6054440)
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scientific article; zbMATH DE number 7743091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood |
scientific article; zbMATH DE number 7743091 |
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Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (English)
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28 September 2023
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distance-to-default
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EM-algorithm
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KMV method
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Merton model
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