Work

The predictive performance of a path-dependent exotic-option credit risk model in the emerging market

Year: 2010

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2010.10.030

Authors: Dar-Hsin Chen, Heng-Chih Chou, David Wang, Rim Zaabar

Institutions: National Taipei University, National Taiwan Ocean University, Chung Yuan Christian University, SKEMA Business School

Language: English

Topic: Financial Distress and Bankruptcy Prediction

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

Award: G3028193045

OpenAlex ID: W2012102086

FWCI:

Cites: 24

Cited by: 3

Related to: 10