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Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees

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Bibliographic Details
Main Authors:	Gnawali, Jagdish, Shirvani, Abootaleb, Rachev, Svetlozar T.
Format:	Preprint
Published:	2025
Subjects:	Risk Management Computational Finance
Online Access:	Acceder al recurso
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