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Computation of the default probability by using the first hitting time of a Brownian motion in the KMV model
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- Authors
- Advisor
- 최형인
- Issue Date
- 2000
- Publisher
- 서울대학교 대학원
- Description
- Thesis (master`s)--서울대학교 대학원 :수학과,2000.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000069822
https://hdl.handle.net/10371/37371
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