Alternative bankruptcy prediction models using option-pricing theory
Andreas Charitou; Dionysia Dionysiou; Neophytos Lambertides; Lenos Trigeorgis
| Year of publication: |
2013
|
|---|---|
| Authors: | Charitou, Andreas ; Dionysiou, Dionysia ; Lambertides, Neophytos ; Trigeorgis, Lenos |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 7, p. 2329-2341
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| Subject: | Bankruptcy prediction | Option-pricing theory | Volatility estimation | Theorie | Theory | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760656