The Option-iPoD : the probability of default implied by option prices based on entropy /
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
[Washington, District of Columbia] :
International Monetary Fund,
2008.
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| Series: | IMF working paper ;
WP/08/194 |
| Subjects: | |
| Online Access: | Click to View |