Work

Endogenizing exogenous default barrier models: The MM algorithm

Year: 2012

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2012.01.010

Authors: Santiago Forte, Lidija Lovreta

Institutions: Esade, Universitat Ramon Llull, CUNEF Universidad

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1993741881

FWCI: 2.892

Cites: 38

Cited by: 15

Related to: 10