Title of article
Calibration of the default probability model
Author/Authors
Alexander Kreinin، نويسنده , , Ahmed Nagi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
15
From page
1462
To page
1476
Keywords
credit risk , Default probability , calibration , Merton–Vasicek model
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217390
Link To Document