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Merton's model, credit risk and volatility skews
Home
Publications
Merton's model, credit risk and volatility skews
Merton's model, credit risk and volatility skews
John Hull
John Hull
IN
Izzy Nelken
Izzy Nelken
Alan White
Alan White
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1 January 2005
journal article
Published by
Infopro Digital Services Limited
in
Journal of Credit Risk
Vol. 1
(1)
,
3-27
https://doi.org/10.21314/jcr.2005.004
Abstract
No abstract available
Cited by 87 articles