Predicting credit default swap prices with financial and pure data-driven approaches
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Publication:2866383
DOI10.1080/14697688.2010.531041zbMath1277.91185MaRDI QIDQ2866383
Yalin Gündüz, Marliese Uhrig-Homburg
Publication date: 13 December 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2010.531041
credit risk; credit derivatives; credit default swaps; structural credit risk models; support vector machines regression; reduced-form credit risk models
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