Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator
نویسندگان
چکیده
Interpretable, Computationally Tractable Approximate Parameter Estimation for Corporate Defaults
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ژورنال
عنوان ژورنال: Operations Research
سال: 2021
ISSN: ['1526-5463', '0030-364X']
DOI: https://doi.org/10.1287/opre.2020.2029