Enhancing credit default swap valuation with meshfree methods (Q635199): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2011.05.046
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+W2068115613
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@@ Property / cites work @@
+Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Estimation and evaluation of the term structure of credit default swaps: An empirical study
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