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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=217390
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