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"Extending the Merton model with applications to credit value adjustment."

Erdinc Akyildirim et al. (2023)

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DOI: 10.1007/S10479-023-05289-3

access: closed

type: Journal Article

metadata version: 2023-07-21

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  - journals/anor/AkyildirimHSF23
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  - https://dblp.org/rec/journals/anor/AkyildirimHSF23
Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi:
Extending the Merton model with applications to credit value adjustment. Ann. Oper. Res. 326(1): 27-65 (2023)

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