The Option-iPoD : the probability of default implied by option prices based on entropy /
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Main Author: | Capuano, Christian |
---|---|
Format: | Electronic eBook |
Language: | English |
Published: |
[Washington, District of Columbia] :
International Monetary Fund,
2008.
|
Series: | IMF working paper ;
WP/08/194 |
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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