Recovering default risk from CDS spreads with a nonlinear filter (Q1994302): Difference between revisions

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Latest revision as of 16:59, 16 December 2024

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Recovering default risk from CDS spreads with a nonlinear filter
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    Recovering default risk from CDS spreads with a nonlinear filter (English)
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    1 November 2018
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    CDS spreads
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    meshfree methods
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    radial basis function interpolation
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    Fokker-Planck equation
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    CIR model
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