Sophia Zaanoun

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

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Estimating Merton's Model by Maximum Likelihood with Survivorship Consideration

EFA 2004 Maastricht Meetings Paper No. 4190
Number of pages: 25 Posted: 23 Jun 2004
National University of Singapore (NUS) - Business School and Risk Management Institute, HEC Montréal, HEC Montreal - Department of Decision Sciences and HEC Montreal
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Abstract:

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