PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices (Q6563721)
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scientific article; zbMATH DE number 7872898
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| English | PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices |
scientific article; zbMATH DE number 7872898 |
Statements
PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices (English)
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27 June 2024
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PDE-based Bayesian inference
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finite difference method
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credit risk
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stock
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CEV model
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Hamiltonian Monte Carlo
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0.7539138197898865
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0.7356539964675903
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0.7269811034202576
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0.7167251110076904
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