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On the Equivalence of the KMV and Maximum Likelihood
On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
Jin-Chuan Duan, Genevi`ve Gauthier and Jean-Guy Simona ... more>>
Tags: credit risk,
asset value,
jin-chuan duan,
risk model,
risk management,
credit risk models,
likelihood function,
equity values,
the firm,
equity prices,
market value,
mcgill university,
option pricing,
time series,
moody's kmv
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Maximum Likelihood Estimation of Latent Affine Processes,
Maximum Likelihood Estimation of Latent Affine Processes
David S. Bates University of Iowa and the National Bureau of Economic Research April 22, ... more>>
Tags: stochastic volatility,
maximum likelihood estimation,
latent variables,
david s. bates,
financial studies,
oxford journals,
financial econometrics,
oxford university press,
characteristic function,
journal of finance,
characteristic functions,
maximum likelihood,
sv models,
option prices,
likelihood function
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PROTEIN PHYLOGENETIC INFERENCE USING MAXIMUM LIKELIHOOD WITH A
512
PROTEIN PHYLOGENETIC INFERENCE USING MAXIMUM LIKELIHOOD WITH A GENETIC ALGORITHM
H. MATSUDA Department of Information and Computer Sciences, ... more>>
Tags: maximum likelihood,
phylogenetic trees,
phylogenetic inference,
protein sequences,
branch lengths,
phylogenetic analysis,
phylogenetic tree,
amino acid,
maximum parsimony,
tree topology,
dna sequences,
data sets,
the user,
genetic algorithm,
distance matrix
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