Statistical Inference for Time-changed Brownian Motion Credit Risk Models
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References listed on IDEAS
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"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
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This paper has been announced in the following NEP Reports:- NEP-BAN-2011-02-19 (Banking)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
- NEP-ECM-2011-02-19 (Econometrics)
- NEP-RMG-2011-02-19 (Risk Management)
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