"Extending the Merton Model: A hybrid approach to assessing credit quality."

Alexandros Benos, George Papanastasopoulos (2007)

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DOI: 10.1016/J.MCM.2006.12.012

access: open

type: Journal Article

metadata version: 2021-02-17

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Alexandros Benos, George Papanastasopoulos:
Extending the Merton Model: A hybrid approach to assessing credit quality. Math. Comput. Model. 46(1-2): 47-68 (2007)

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