A simple method for extracting the probability of default from American put option prices

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Bibliographic Details

Authors and Corporations:	Chang, Bo Young (Author), Orosi, Greg (Author)
Other Authors:	Orosi, Greg [Author]
Edition:	Last updated: April 20, 2020
Type of Resource:	E-Book
Language:	English
published:	[Ottawa] Bank of Canada [2020]
Series:	Bank of Canada: Staff working paper ; 2020, 15
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen