KMV MODEL-MERTON'S MODEL
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Goodevening!!!Do u have a matlab code for estimate asset value and volatility in KMV MODEL???
回答(1 个)
Mario Diaco
2020-6-16
1 个投票
I think it's too late, but this is the way.
1 个评论
Ahmed Mattar
2021-3-29
This is not what Andreas asked about at all. you given him a command that computes probability of default and he is asking for a ready mdae compiled code that computes the the merton-KMV model parameters required for computing the probability of default
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