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Alternative bankruptcy prediction models using option-pricing theory · Study

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ArticleAlternative bankruptcy prediction models using option-pricing theory

Andreas Charitou2013

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Articlegreen2013

Alternative bankruptcy prediction models using option-pricing theory

Andreas Charitou · Dionysia Dionysiou · Neophytos Lambertides · Lenos G Trigeorgis

76 citations·0/0 files stored·Journal of Banking & Finance

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Financial Distress and Bankruptcy Prediction Corporate Insolvency and Governance Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 2008In Search of Distress Risk

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2014Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms 2015Using Merton model for default prediction: An empirical assessment of selected alternatives 2018Topological applications of multilayer perceptrons and support vector machines in financial decision support systems 2018Polytomous response financial distress models: The role of accounting, market and macroeconomic variables 2018Bankruptcy Prediction Models and Stock Prices of the Coal Mining Industry in Indonesia

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Year2013

Typearticle

Published2013-02-04

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations76

Files0 public / 0

ShelfFinancial Distress and Bankruptcy Prediction

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doi10.1016/j.jbankfin.2013.01.020

openalex_workW1992278083

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2018Predicting unlisted SMEs' default: Incorporating market information on accounting-based models for improved accuracy

2017Saving for a rainy day: Evidence from the 2000 dot-com crash and the 2008 credit crisis

2016Predicting Bankruptcy in Private Firms: Towards a Stepwise Regression Procedure