Recovering default risk from CDS spreads with a nonlinear filter (Q1994302): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Matlab / rank | |||
Normal rank | |||
Revision as of 04:47, 28 February 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
