Enhancing credit default swap valuation with meshfree methods (Q635199)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhancing credit default swap valuation with meshfree methods |
scientific article |
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Enhancing credit default swap valuation with meshfree methods (English)
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19 August 2011
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radial basis function interpolation
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finite difference methods
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default intensity
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