Determination of KMV model's optimal default point based on genetic algorithm (Q2823753)
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scientific article; zbMATH DE number 6634495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determination of KMV model's optimal default point based on genetic algorithm |
scientific article; zbMATH DE number 6634495 |
Statements
6 October 2016
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option pricing
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genetic algorithm
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credit risk
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Determination of KMV model's optimal default point based on genetic algorithm (English)
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