Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.
|Author||Benjamin Christoffersen [cre, aut], R-core [cph]|
|Maintainer||Benjamin Christoffersen <[email protected]>|
|Package repository||View on CRAN|
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