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2012-09-24
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Estimating the structural credit risk model when equity prices are contaminated by trading noises

    a Risk Management Institute and Department of Finance, National University of Singapore, Singapore b Rotman School of Management, University of Toronto, Canada
  • c ESSEC Business School, France

http://www.sciencedirect.com/science/article/pii/S030440760800225X

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a Risk Management Institute and Department of Finance, National University of Singapore, Singapore b Rotman School of Management, University of Toronto, Canada
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2012-9-24 16:24:26
a Risk Management Institute and Department of Finance, National University of Singapore, Singapore b Rotman School of Management, University of Toronto, Canada
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