Parameter estimation of default portfolios using the Merton model and phase transition
Work
Year: 2020
Type: article
Authors Masato Hisakado, Shintaro Mori
Institutions Nomura Holdings (Japan), Hirosaki University
Cites: 30
Cited by: 4
Related to: 10
FWCI: 0.379
Citation percentile (by year/subfield): 72.77
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green
Grant ID 17K00347