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 Elements |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| CDH2020.pdf | Accepted version | 553.87 kB | Adobe PDF | OPEN | Post-print | View/Download |
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