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Calibration of structural models: Implied sensitivities and liquidity discounts

Research output: Contribution to conferencePaperResearch

Documents

  • 0003213

    Final published version, 1.39 MB, PDF document

  • Søren Willemann, Denmark
Original languageEnglish
Publication year2004
Publication statusPublished - 2004
EventCAF Members' Meeting - Sandbjerg Gods, Denmark
Duration: 22 Jan 200423 Jan 2004

Conference

ConferenceCAF Members' Meeting
CountryDenmark
CitySandbjerg Gods
Period22/01/200423/01/2004

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