Inference of the structural credit risk model using MLE

Yuxi Li, Li Cheng, Dale Schuurmans. Inference of the structural credit risk model using MLE. In 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, CIFEr 2009, Nashville, TN, USA, March 30 - April 2, 2009. pages 8-13, IEEE, 2009. [doi]

Abstract

Abstract is missing.