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Learning machines supporting bankruptcy prediction
Härdle, Wolfgang Karl; Moro, Rouslan A.; Hoffmann, Linda - 2010
to one group and the rest to another group. Estimation of the probability of default (PD) values can be calculated from …
Persistent link: https://www.econbiz.de/10010275893
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Numerics of implied binomial trees
Härdle, Wolfgang Karl; Myšičková, Alena - 2008
with the estimation from the simulated process, though the BC method shows smaller deviations in case of high interest rate …
Persistent link: https://www.econbiz.de/10010275907