The Equity Volatility Smile and Default Risk
نویسندگان
چکیده
منابع مشابه
CDS and equity volatility: theoretical modelling and ..._Giorgio CONSIGLI CREDIT DEFAULT SWAPS AND EQUITY VOLATILITY: THEORETICAL MODELLING AND MARKET EVIDENCE
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.1001033