Works matching DE "COUNTERPARTY risk"
Results: 801
Introducing and testing the Carr model of default.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 269, doi. 10.1080/14697688.2024.2368081
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Work from Home Suitability and Credit Risk Assessment.
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- European Accounting Review, 2025, v. 34, n. 1, p. 217, doi. 10.1080/09638180.2023.2239865
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A Benchmark for Collateralized Loan Obligations.
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- Management Science, 2025, v. 71, n. 3, p. 1944, doi. 10.1287/mnsc.2022.00097
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Financing a push and pull supply chain under revenue sharing: value addition and default risk transmission mechanism.
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- International Journal of Production Research, 2025, v. 63, n. 5, p. 1825, doi. 10.1080/00207543.2024.2392206
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- Article
Pricing of Vulnerable Timer Options: Pricing of Vulnerable Timer Options: D. Kim et al.
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- Computational Economics, 2025, v. 65, n. 2, p. 989, doi. 10.1007/s10614-023-10469-1
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A Bivariate Model for Correlated and Mixed Outcomes: A Case Study on the Simultaneous Prediction of Credit Risk and Profitability of Peer-to-Peer (P2P) Loans.
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- Risks, 2025, v. 13, n. 2, p. 33, doi. 10.3390/risks13020033
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Exploring Corporate Capital Structure and Overleveraging in the Pharmaceutical Industry.
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- Risks, 2025, v. 13, n. 2, p. 26, doi. 10.3390/risks13020026
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Data Mining for the Adjustment of Credit Scoring Models in Solidarity Economy Entities: A Methodology for Addressing Class Imbalances.
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- Risks, 2025, v. 13, n. 2, p. 20, doi. 10.3390/risks13020020
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The Impact of Green Finance Policies on Corporate Debt Default Risk—Evidence from China.
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- Sustainability (2071-1050), 2025, v. 17, n. 4, p. 1648, doi. 10.3390/su17041648
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Costs of Financing U.S. Federal Debt Under a Gold Standard: 1791-1933.
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- Quarterly Journal of Economics, 2025, v. 140, n. 1, p. 793, doi. 10.1093/qje/qjae028
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- Article
Bilateral Counterparty Risk Valuation on a CDS with a Common Shock Model.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 643, doi. 10.1007/s11009-013-9323-1
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- Article
On Modeling Economic Default Time: A Reduced-Form Model Approach.
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- Computational Economics, 2016, v. 47, n. 2, p. 157, doi. 10.1007/s10614-014-9469-0
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- Article
Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory.
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- Computational Economics, 2015, v. 45, n. 4, p. 647, doi. 10.1007/s10614-014-9440-0
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The promise and perils of regulating ipso facto clauses.
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- International Insolvency Review, 2022, v. 31, n. 1, p. 45, doi. 10.1002/iir.1446
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Moderation impact of sustainability disclosures in linking external uncertainties and default risk of tourism businesses.
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- Current Issues in Tourism, 2024, v. 27, n. 16, p. 2649, doi. 10.1080/13683500.2023.2235879
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- Article
პასუხისმგებლიანი დაკრედიტების ჩარჩო საქართველოში: გამოწვევები და გადაწყვეტის გზები.
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- Economics & Business (1987-5789), 2022, n. 2, p. 123
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The Impact of The Sovereign Credit Rating on The Possibility of Financing External Loans to The Iraqi Economy.
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- Journal of Economics & Administrative Sciences, 2024, v. 30, n. 141, p. 302, doi. 10.33095/r5ghj414
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Optimization for stochastic model arisen from investment problem associated with default risk.
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- International Journal of Financial Engineering, 2024, v. 11, n. 3, p. 1, doi. 10.1142/S2424786324500063
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Evaluating farmers' credit risk: A decision combination approach based on credit feature.
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- International Journal of Financial Engineering, 2022, v. 9, n. 3, p. 1, doi. 10.1142/S2424786322500153
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- Article
Fear and loathing in the market for US Treasuries and the clearing nostrum.
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- Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 29, doi. 10.1111/jacf.12587
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A Message from the Editor.
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- Journal of Applied Corporate Finance, 2021, v. 33, n. 1, p. 2, doi. 10.1111/jacf.12439
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Risk and Regulation in Derivatives (or Why Derivatives Are a Blessing, Not a Curse).
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- Journal of Applied Corporate Finance, 2020, v. 32, n. 1, p. 36, doi. 10.1111/jacf.12387
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考虑新增电动汽车充放电中断风险的聚合商 调频辅助服务投标策略.
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- Electric Power Automation Equipment / Dianli Zidonghua Shebei, 2022, v. 42, n. 10, p. 3, doi. 10.16081/j.epae.202203006
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Do consumer internet behaviours provide incremental information to predict credit default risk?
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- Economic & Political Studies, 2020, v. 8, n. 4, p. 482, doi. 10.1080/20954816.2020.1759765
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- Article
Drivers and consequences of borrowers' voluntary privacy information disclosure—Evidence from a Chinese online consumer financing platform.
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- Journal of Consumer Affairs, 2024, v. 58, n. 1, p. 254, doi. 10.1111/joca.12570
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- Article
Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations.
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- Mathematics (2227-7390), 2024, v. 12, n. 23, p. 3779, doi. 10.3390/math12233779
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Ensemble-Based Machine Learning Algorithm for Loan Default Risk Prediction.
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- Mathematics (2227-7390), 2024, v. 12, n. 21, p. 3423, doi. 10.3390/math12213423
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The Contagion of Debt Default Risk in Energy Enterprises Considering Carbon Price Fluctuations.
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- Mathematics (2227-7390), 2024, v. 12, n. 17, p. 2776, doi. 10.3390/math12172776
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Analytically Pricing a Vulnerable Option under a Stochastic Liquidity Risk Model with Stochastic Volatility.
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- Mathematics (2227-7390), 2024, v. 12, n. 17, p. 2642, doi. 10.3390/math12172642
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Consumer Default Risk Portrait: An Intelligent Management Framework of Online Consumer Credit Default Risk.
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- Mathematics (2227-7390), 2024, v. 12, n. 10, p. 1582, doi. 10.3390/math12101582
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An ETD Method for Vulnerable American Options.
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- Mathematics (2227-7390), 2024, v. 12, n. 4, p. 602, doi. 10.3390/math12040602
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Default Probabilities and the Credit Spread of Mexican Companies: The Modified Merton Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 20, p. 4397, doi. 10.3390/math11204397
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Pricing European Vulnerable Options with Jumps and Stochastic Default Obstacles Barrier under Regime Switching.
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- Mathematics (2227-7390), 2023, v. 11, n. 19, p. 4155, doi. 10.3390/math11194155
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Robust Optimal Investment Strategies with Exchange Rate Risk and Default Risk.
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- Mathematics (2227-7390), 2023, v. 11, n. 6, p. 1550, doi. 10.3390/math11061550
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Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk.
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- Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3828, doi. 10.3390/math10203828
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Calibrating the CreditRisk + Model at Different Time Scales and in Presence of Temporal Autocorrelation †.
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- Mathematics (2227-7390), 2021, v. 9, n. 14, p. 1679, doi. 10.3390/math9141679
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IMPLICATIONS OF PLATFORM FINANCE ON MONETARY POLICY TRANSMISSION.
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- Singapore Economic Review, 2023, v. 68, n. 6, p. 2081, doi. 10.1142/S0217590820500253
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- Article
Monopolistic Screening Under Mental Accounting: Applications to Loan Markets with Collateral.
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- Review of Network Economics, 2022, v. 21, n. 3, p. 111, doi. 10.1515/rne-2023-0030
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- Article
Credit Risk Differential between Islamic and Conventional Banks in Malaysia.
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- Journal of Southeast Asian Economies, 2022, v. 39, n. 1, p. 21, doi. 10.1355/ae39-1b
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The Relative Performance of Small Cap Firms and Default Risk across the Business Cycle: International Evidence.
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- International Journal of Business, 2012, v. 17, n. 4, p. 379
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Are Dominos a Good Metaphor for Systemic Risk in Banking?
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- International Journal of Business, 2012, v. 17, n. 4, p. 352
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- Article
ASSESSING THE INFLUENCE OF EARTHQUAKES ON SOVEREIGN CREDIT RISK: EVENT STUDY ON CDS MARKET DYNAMICS.
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- Journal of Management & Economics Research, 2024, v. 22, n. 2, p. 29, doi. 10.11611/yead.1436041
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- Article
Comparing Performance of Machine Learning Algorithms for Default Risk Prediction in Peer to Peer Lending.
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- TEM Journal, 2021, v. 10, n. 1, p. 133, doi. 10.18421/TEM101-16
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The merton's default risk model for private company.
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- Journal of Industrial & Management Optimization, 2024, v. 20, n. 8, p. 1, doi. 10.3934/jimo.2024015
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Pricing vulnerable fader options under stochastic volatility models.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 8, p. 1, doi. 10.3934/jimo.2022193
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PRICING PATH-DEPENDENT OPTIONS UNDER THE HAWKES JUMP DIFFUSION PROCESS.
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- Journal of Industrial & Management Optimization, 2023, v. 19, n. 3, p. 1911, doi. 10.3934/jimo.2022024
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Optimal pricing, ordering, and credit period policies for deteriorating products under order-linked trade credit.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 6, p. 4151, doi. 10.3934/jimo.2021152
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- Article
Effects of disruption risk on a supply chain with a risk-averse retailer.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 2, p. 1365, doi. 10.3934/jimo.2021024
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Two-echelon trade credit with default risk in an EOQ model for deteriorating items under dynamic demand.
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- Journal of Industrial & Management Optimization, 2021, v. 17, n. 6, p. 3659, doi. 10.3934/jimo.2020138
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- Article
Optimal reinsurance with default risk: A reinsurer's perspective.
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- Journal of Industrial & Management Optimization, 2021, v. 17, n. 5, p. 2971, doi. 10.3934/jimo.2020103
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- Article