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"Empirical Studies of Structural Credit Risk Models and the Application in ..."
Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee (2009)
- Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee:
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence. Int. J. Inf. Technol. Decis. Mak. 8(4): 629-675 (2009)
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