113744 Apr 2026

The study builds upon the Zero Price Probability model developed by Fantazzini et al. (2008) to compute the probability of default based solely on market prices.

The authors employ multiple models to forecast the probability of death, including traditional credit scoring models, machine learning models, and time-series methods. 113744

The paper explores various definitions of dead coins, ranging from standard academic interpretations to practical indicators used in the industry. The study builds upon the Zero Price Probability