Different Algorithms to Assess the Validity of the Merton Model

碩士 === 真理大學 === 財經研究所 === 99 ===   Past literature on the Merton model, less for the Merton model using different algorithms to assess the effectiveness of the model, and use different algorithms to estimate the unknown parameters in the model the company's assets and volatility, the accuracy o...

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Bibliographic Details
Main Authors: Bo-Yuan Cai, 蔡博元
Other Authors: Xiu-Yun Zhang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/80049428815042081513