{"id":"https://openalex.org/W1582814170","doi":"https://doi.org/10.1007/978-3-642-02469-6_8","title":"An Application on Merton Model in the Non-efficient Market","display_name":"An Application on Merton Model in the Non-efficient Market","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W1582814170","doi":"https://doi.org/10.1007/978-3-642-02469-6_8","mag":"1582814170"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-02469-6_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02469-6_8","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013228963","display_name":"Yanan Feng","orcid":null},"institutions":[{"id":"https://openalex.org/I148128674","display_name":"University of Shanghai for Science and Technology","ror":"https://ror.org/00ay9v204","country_code":"CN","type":"education","lineage":["https://openalex.org/I148128674"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yanan Feng","raw_affiliation_strings":["College of Management, University of Shanghai for Science and Technology, Shanghai, 200093, China","University of Shanghai for Science and Technology)"],"affiliations":[{"raw_affiliation_string":"College of Management, University of Shanghai for Science and Technology, Shanghai, 200093, China","institution_ids":["https://openalex.org/I148128674"]},{"raw_affiliation_string":"University of Shanghai for Science and Technology)","institution_ids":["https://openalex.org/I148128674"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100541134","display_name":"Xiao Qing-xian","orcid":null},"institutions":[{"id":"https://openalex.org/I148128674","display_name":"University of Shanghai for Science and Technology","ror":"https://ror.org/00ay9v204","country_code":"CN","type":"education","lineage":["https://openalex.org/I148128674"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qingxian Xiao","raw_affiliation_strings":["College of Management, University of Shanghai for Science and Technology, Shanghai, 200093, China","University of Shanghai for Science and Technology)"],"affiliations":[{"raw_affiliation_string":"College of Management, University of Shanghai for Science and Technology, Shanghai, 200093, China","institution_ids":["https://openalex.org/I148128674"]},{"raw_affiliation_string":"University of Shanghai for Science and Technology)","institution_ids":["https://openalex.org/I148128674"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5013228963"],"corresponding_institution_ids":["https://openalex.org/I148128674"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.10865724,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1270","last_page":"1280"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9782999753952026,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9408000111579895,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.593809187412262},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4886508285999298},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45910999178886414},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.4490710198879242},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.4290345311164856},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4037769138813019},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.36261051893234253},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3473111689090729}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.593809187412262},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4886508285999298},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45910999178886414},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4490710198879242},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4290345311164856},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4037769138813019},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.36261051893234253},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3473111689090729},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-02469-6_8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02469-6_8","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":3,"referenced_works":["https://openalex.org/W1986253388","https://openalex.org/W1993229844","https://openalex.org/W2105973145"],"related_works":["https://openalex.org/W3086176581","https://openalex.org/W2910448078","https://openalex.org/W4243831181","https://openalex.org/W1489136032","https://openalex.org/W3125637228","https://openalex.org/W2174137427","https://openalex.org/W3156090683","https://openalex.org/W3122767363","https://openalex.org/W3121426317","https://openalex.org/W4313456058"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
