Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/171710
Title: Implied Default Probabilities and Losses Given Default from Option Price
Authors: ALLAUDEEN S/O S HAMEED 
Conrad, Jennifer
Dittmar, Robert
Issue Date: 23-Jul-2020
Publisher: Oxford University Press
Citation: ALLAUDEEN S/O S HAMEED, Conrad, Jennifer, Dittmar, Robert (2020-07-23). Implied Default Probabilities and Losses Given Default from Option Price. Journal of Financial Econometrics. ScholarBank@NUS Repository.
Source Title: Journal of Financial Econometrics
URI: https://scholarbank.nus.edu.sg/handle/10635/171710
ISSN: 1479-8409
Appears in Collections:Staff Publications
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