𝔖 Bobbio Scriptorium
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Extending the Merton Model: A hybrid approach to assessing credit quality

✍ Scribed by Alexandros Benos; George Papanastasopoulos


Book ID
104046148
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
351 KB
Volume
46
Category
Article
ISSN
0895-7177

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## Abstract In this work, a continuous hybrid approach (CHA) to determine the FET model elements for given noise parameters in a frequency band is presented. The CHA is based on a continuous parameter genetic algorithm and a controlled random search algorithm. The results obtained from the CHA are