Validation of the Merton Distance to the Default Model under Ambiguity

Author: Chen Wei-ling   So Leh-chyan  

Publisher: MDPI

E-ISSN: 1911-8074|7|1|13-27

ISSN: 1911-8074

Source: Journal of Risk and Financial Management, Vol.7, Iss.1, 2014-03, pp. : 13-27

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Abstract