#mertonmodel search results

Mixed Fractional #MertonModel to Evaluate European Options with Transaction Costs More @ suo.im/4xHWO3


#mertonmodel otm puts and cds should be arb-able


MT @StackQuant: How to find volatility of Asset given volatility of Stock in #Merton model? quant.stackexchange.com/q/25310?atw=1 #mertonmodel


Why is the value of debt modeled as a short put option in Merton's model? quant.stackexchange.com/q/19142?atw=1 #mertonmodel


Can you answer this? How to find volatility of Asset given volatility of Stock in Merton model? quant.stackexchange.com/q/25310?atw=1 #mertonmodel


Can you answer this? Formula for Merton jump diffusion call price quant.stackexchange.com/q/33560?atw=1 #mertonmodel


How to use Merton model to calculate default probability with monthly stock prices? quant.stackexchange.com/q/9699?atw=1 #mertonmodel


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