A framework for extracting the probability of default from stock option prices
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Bibliographic Information
A framework for extracting the probability of default from stock option prices
（IMES discussion paper series, no. 2012-E-14）
Institute for Monetary and Economic Studies, Bank of Japan, [2012]
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Cover title
"October 2012" -- Prelim. page
"This paper is one chapter of Azusa Takeyama's PhD thesis submitted to the University of Essex" -- Prelim. page
Chronology: p. 29-30
Includes bibliographical references (p. 24-27)
