Forecasting Bank Default with the Merton Model: The Case of US Banks

Kihwan Jo, Gahyun Choi, Jongwook Jeong, Kwangwon Ahn. Forecasting Bank Default with the Merton Model: The Case of US Banks. In Derek Groen, Clélia de Mulatier, Maciej Paszynski, Valeria V. Krzhizhanovskaya, Jack J. Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2022 - 22nd International Conference, London, UK, June 21-23, 2022, Proceedings, Part I. Volume 13350 of Lecture Notes in Computer Science, pages 682-691, Springer, 2022. [doi]

Abstract

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