Enhancing credit default swap valuation with meshfree methods (Q635199)
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scientific article; zbMATH DE number 5940404
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Enhancing credit default swap valuation with meshfree methods |
scientific article; zbMATH DE number 5940404 |
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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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0.8491487
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0.8385701
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0.8278101
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0.82475495
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0.8246092
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0.8168193
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0.8167654
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0.81497073
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0.8148878
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0.8137307
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