Accepted Manuscript
Maximum likelihood estimation of first-passage structural credit risk
models correcting for the survivorship bias
Diego Amaya, Mathieu Boudreault, Don L. McLeish
PII: S0165-1889(19)30002-8
DOI: https://doi.org/10.1016/j.jedc.2018.11.005
Reference: DYNCON 3648
To appear in: Journal of Economic Dynamics & Control
Received date: 12 December 2017
Revised date: 1 September 2018
Accepted date: 5 November 2018
Please cite this article as: Diego Amaya, Mathieu Boudreault, Don L. McLeish, Maximum likelihood
estimation of first-passage structural credit risk models correcting for the survivorship bias, Journal of
Economic Dynamics & Control (2019), doi: https://doi.org/10.1016/j.jedc.2018.11.005
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