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Accounting for ecosystem services and asset value: pilot accounts for KwaZulu-Natal, South Africa.
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- One Ecosystem, 2022, n. 7, p. 1, doi. 10.3897/oneeco.7.e86392
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- Article
On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model.
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- Credit & Capital Markets / Kredit und Kapital, 2023, v. 56, n. 2, p. 197, doi. 10.3790/ccm.2023.1418202
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- Article
Capital Structure Arbitrage under a Risk-Neutral Calibration.
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- Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010003
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- Article
Probability of Default and Default Correlations.
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- Journal of Risk & Financial Management, 2016, v. 9, n. 3, p. 1, doi. 10.3390/jrfm9030007
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- Article
A Reduced-Form Model for Warrant Valuation.
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- Financial Review, 2011, v. 46, n. 3, p. 413, doi. 10.1111/j.1540-6288.2011.00306.x
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- Article
An Alternate Approach to Determine Single Name CDS Spreads: Natural Extensions of the Merton Model of Corporate Default.
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- Decision (0304-0941), 2010, v. 37, n. 1, p. 73
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- Article
Enhancing Road Network Resilience by Considering the Performance Loss and Asset Value.
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- Sustainability (2071-1050), 2018, v. 10, n. 11, p. 4188, doi. 10.3390/su10114188
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- Article
Common Factors in Default Risk Across Countries and Industries.
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- European Financial Management, 2013, v. 19, n. 1, p. 108, doi. 10.1111/j.1468-036x.2010.00571.x
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- Article
Default and Recovery Risk Dependencies in a Simple Credit Risk Model.
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- European Financial Management, 2011, v. 17, n. 1, p. 120, doi. 10.1111/j.1468-036X.2010.00582.x
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- Article
Portfolio Selection: A Review.
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- Journal of Optimization Theory & Applications, 2014, v. 161, n. 1, p. 1, doi. 10.1007/s10957-012-0208-1
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- Article
Structural Credit Risk Models with Subordinated Processes.
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- Journal of Applied Mathematics, 2013, p. 1, doi. 10.1155/2013/138272
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- Article
Option Pricing Using Stochastic Interest Rate in Tehran Stock Exchange.
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- Financial Management Perspective / Chashm/&āz-i Mudīriyyat-i Mālī, 2023, v. 13, n. 41, p. 91, doi. 10.48308/jfmp.2023.103891
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- Article
TURTO ĮKAINOJIMO SAVIKAINA IR TIKRAJA VERTE KONCEPCIJŲ TEORINĖ BEI PRAKTINĖ ANALIZĖ.
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- Science & Studies of Accounting & Finance: Problems & Perspectives / Apskaitos ir Finansu Mokslas ir Studijos: Problemos ir Perspectyvos, 2012, v. 1, n. 8, p. 180
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- Article
Asset Value, Interest Rates and Oil Price Volatility.
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- Economic Record, 2011, v. 87, n. S1, p. 45, doi. 10.1111/j.1475-4932.2011.00734.x
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- Article
Banking regulations: An examination of the failure of African Bank using Merton's structural model.
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- South African Journal of Science, 2017, v. 113, n. 7/8, p. 15, doi. 10.17159/sajs.2017/a0216
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- Article
Cost, Performance, and Benchmark Bias of Public Pension Funds in the United States: An Unflattering Portrait.
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- Journal of Portfolio Management, 2022, v. 48, n. 5, p. 138, doi. 10.3905/jpm.2022.1.349
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- Article
The Economic Value of Forecasting Left-Tail Risk.
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- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 114, doi. 10.3905/jpm.2016.42.3.114
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- Article
Asset Pricing Model Based on Fractional Brownian Motion.
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- Fractal & Fractional, 2022, v. 6, n. 2, p. 99, doi. 10.3390/fractalfract6020099
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- Article
Volatility morphology of asset value and credit spread puzzle.
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- International Journal of Financial Engineering, 2021, v. 8, n. 3, p. 1, doi. 10.1142/S242478632142007X
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Decentralized Trading With Private Information.
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- Econometrica, 2014, v. 82, n. 3, p. 1055, doi. 10.3982/ECTA8911
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- Article
COMPUTATION OF GREEKS FOR JUMP-DIFFUSION MODELS.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 6, p. -1, doi. 10.1142/S0219024915500399
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- Article
OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 2, p. 1, doi. 10.1142/S0219024914500137
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- Article
The effect of stochastic interest rates on a firm's capital structure under a generalized model.
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- Review of Quantitative Finance & Accounting, 2015, v. 45, n. 4, p. 695, doi. 10.1007/s11156-014-0452-6
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- Article
Can rating agencies look through the cycle?
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- Review of Quantitative Finance & Accounting, 2013, v. 40, n. 4, p. 623, doi. 10.1007/s11156-012-0289-9
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EDITORIAL.
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- Revista Contabilidade & Finanças - USP, 2013, v. 24, n. 61, p. 6
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Comments on Arrow et al., ‘Sustainability and the measurement of wealth’.
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- Environment & Development Economics, 2012, v. 17, n. 3, p. 356, doi. 10.1017/S1355770X12000125
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- Article
Historical and Future Changes in Asset Value and GDP in Areas Exposed to Tropical Cyclones in China.
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- Weather, Climate & Society, 2019, v. 11, n. 2, p. 307, doi. 10.1175/WCAS-D-18-0053.1
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- Article
EMPIRICAL STUDY OF THE PROBABILITY OF DEFAULT IN CASE OF ROMANIAN COMPANIES LISTED ON STOCK EXCHANGE.
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- Annals of the University of Oradea, Economic Science Series, 2011, v. 20, n. 1, p. 515
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- Article
Information-Based Model with Noisy Anticipation and Its Application in Finance.
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- Asia-Pacific Financial Markets, 2018, v. 25, n. 3, p. 159, doi. 10.1007/s10690-018-9243-8
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- Article
Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 3, p. 169, doi. 10.1007/s10690-017-9229-y
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- Article
Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach.
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- Asia-Pacific Financial Markets, 1999, v. 6, n. 2, p. 153, doi. 10.1023/A:1010036828397
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- Article
A new asset value estimation using zero profit method for renovation planning of high voltage equipment in power substation.
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- International Transactions on Electrical Energy Systems, 2014, v. 24, n. 12, p. 1633, doi. 10.1002/etep.1789
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- Article
Belirsizlik Ortamında Nakit Varlıkların Değeri.
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- Journal of Accounting & Finance / Muhasebe ve Finansman Dergisi, 2018, n. 80, p. 177, doi. 10.25095/mufad.465933
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- Article
Optimal investment with counterparty risk: a default-density model approach.
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- Finance & Stochastics, 2011, v. 15, n. 4, p. 725, doi. 10.1007/s00780-010-0140-x
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- Article
Forecasting Sovereign Default Risk with Merton's Model.
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- Journal of Fixed Income, 2015, v. 25, n. 2, p. 58, doi. 10.3905/jfi.2015.25.2.058
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- Article
Structural Default Modeling: A Hybrid Based Approach.
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- Journal of Fixed Income, 2014, v. 23, n. 4, p. 33, doi. 10.3905/jfi.2014.23.4.033
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An Alternative Way of Estimating Asset Values and Asset Value Correlations.
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- Journal of Fixed Income, 2011, v. 21, n. 2, p. 30, doi. 10.3905/jfi.2011.21.2.030
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- Article
A Decade Later: The Municipal Market Post-Financial Crisis Through Today.
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- Municipal Finance Journal, 2018, v. 39, n. 1/2, p. 141
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- Article
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model.
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- Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 159, doi. 10.1093/jjfinec/nbu025
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- Article
Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates.
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- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 839, doi. 10.1093/jjfinec/nbu018
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- Article
Broker-dealer Leverage and the Stock Market.
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- Open Economies Review, 2018, v. 29, n. 2, p. 215, doi. 10.1007/s11079-017-9448-x
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- Article
SPECIFIC OF THE DEVELOPMENT OF LEASING ACTIVITY IN THE REPUBLIC OF MOLDOVA.
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- Scientific Papers Series Management, Economic Engineering in Agriculture & Rural Development, 2017, v. 17, n. 2, p. 331
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- Article
Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility.
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- Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/3402703
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- Article
Banks' Asset Reporting Frequency and Capital Regulation: An Analysis of Discretionary Use of Fair-Value Accounting.
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- Accounting Review, 2019, v. 94, n. 2, p. 157, doi. 10.2308/accr-52209
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- Article
Default Correlations in the Merton Model*.
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- Review of Finance, 2014, v. 18, n. 5, p. 1775, doi. 10.1093/rof/rft030
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- Article
De Facto Seniority, Credit Risk, and Corporate Bond Prices.
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- Review of Financial Studies, 2017, v. 30, n. 11, p. 4038, doi. 10.1093/rfs/hhx082
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- Article
Ontogeny of light avoidance in juvenile lake sturgeon.
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- Journal of Applied Ichthyology, 2019, v. 35, n. 1, p. 202, doi. 10.1111/jai.13822
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- Article
Bank Contingent Capital: Valuation and the Role of Market Discipline.
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- Journal of Financial Services Research, 2018, v. 54, n. 1, p. 49, doi. 10.1007/s10693-016-0259-9
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- Article
Experimental evidence on valuation with multiple priors.
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- Journal of Risk & Uncertainty, 2016, v. 53, n. 1, p. 55, doi. 10.1007/s11166-016-9244-9
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- Article
Assessing bankruptcy prediction models via information content of technical inefficiency.
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- Journal of Productivity Analysis, 2011, v. 36, n. 3, p. 263, doi. 10.1007/s11123-011-0210-x
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- Article