Recovering default risk from CDS spreads with a nonlinear filter (Q1994302): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2013.09.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2013.09.006 / rank | |||
Normal rank | |||
Latest revision as of 16:59, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovering default risk from CDS spreads with a nonlinear filter |
scientific article |
Statements
Recovering default risk from CDS spreads with a nonlinear filter (English)
0 references
1 November 2018
0 references
CDS spreads
0 references
meshfree methods
0 references
radial basis function interpolation
0 references
Fokker-Planck equation
0 references
CIR model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
