Extending the Merton model with applications to credit value adjustment
Publication date
2023-03End of Embargo
2024-03-30Rights
© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2023. This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/s10479-023-05289-3.Peer-Reviewed
YesOpen Access status
embargoedAccess