https://bradscholars.brad.ac.uk/entities/publication/55131b3b-e85c-476b-a5f7-55749928816c
Extending the Merton model with applications to credit value adjustment
Following the global financial crisis, the measurement of counterparty credit risk has become an essential part of the Basel III accord with credit value...
merton modelextendingapplicationscreditvalue
https://ehs.org.uk/did-efficient-options-pricing-lead-or-follow-the-development-of-the-black-scholes-merton-model-evidence-from-the-interwar-london-metals-exchange/
Did efficient options pricing lead or follow the development of the Black Scholes Merton model?...
Nov 26, 2020 - by David Chambers and Rasheed Saleuddin (Judge Business School, University of Cambridge) This research is due to be published in the Economic History Review...
the developmentmerton modelefficientoptionspricing
https://uk.mathworks.com/help/risk/mertonbytimeseries.html
mertonByTimeSeries - Estimate default probability using time-series version of Merton model - MATLAB
This MATLAB function estimates the default probability of a firm by using the Merton model.
time seriesmerton modelestimatedefaultprobability