Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/171710
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dc.titleImplied Default Probabilities and Losses Given Default from Option Price
dc.contributor.authorALLAUDEEN S/O S HAMEED
dc.contributor.authorConrad, Jennifer
dc.contributor.authorDittmar, Robert
dc.date.accessioned2020-07-27T06:41:05Z
dc.date.available2020-07-27T06:41:05Z
dc.date.issued2020-07-23
dc.identifier.citationALLAUDEEN 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.
dc.identifier.issn1479-8409
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/171710
dc.publisherOxford University Press
dc.sourceElements
dc.typeArticle
dc.date.updated2020-07-23T09:31:29Z
dc.contributor.departmentDEPT OF FINANCE
dc.description.sourcetitleJournal of Financial Econometrics
dc.published.statePublished
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