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Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises [PDF]

open access: yes
The transformed-data maximum likelihood estimation (MLE) method for structural credit risk models developed by Duan (1994) is extended to account for the fact that observed equity prices may have been contaminated by trading noises.
Duan, Jin-Chuan, Fulop, Andras
core   +1 more source

Author Correction: Dynamically Tunable Long-range Coupling Enabled by Bound State in the Continuum. [PDF]

open access: yesLight Sci Appl
Tang H   +7 more
europepmc   +1 more source

Reference Keys [PDF]

open access: yesKidney International Supplements, 2012
openaire   +2 more sources

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