• Title of article

    Inefficient markets and credit risk modeling: Why Mertonʹs model failed

  • Author/Authors

    Debasish Majumder، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    12
  • From page
    307
  • To page
    318
  • Keywords
    Option-pricing theory , Systemic risk , Efficient market hypothesis , credit risk
  • Journal title
    Journal of Policy Modeling
  • Serial Year
    2006
  • Journal title
    Journal of Policy Modeling
  • Record number

    226219