Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Dionysiou, Dionysia"
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Article
Alternative bankruptcy prediction models using option-pricing theory
Charitou, Andreas; Dionysiou, Dionysia; Lambertides, Neophytos; Trigeorgis, Lenos (2013)We examine the empirical properties of the theoretical Black-Scholes-Merton (BSM) bankruptcy model. We evaluate the predictive ability of various existing modifications of the BSM model and extend prior studies by estimating ...
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Book
An alternative model to forecast default based on Black-Scholes-Merton model and a liquidity proxy
Dionysiou, Dionysia; Lambertides, Neophytos; Charitou, Andreas; Trigeorgis, Lenos (2008)