Risk Disaggregation and Credit Risk Valuation in a Merton Framework

Hayette Gatfaoui

Journal of Risk Finance, 2003, vol. 4, issue 3, 27-42

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Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb022964

DOI: 10.1108/eb022964

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