Pages that link to "Item:Q635199"
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The following pages link to Enhancing credit default swap valuation with meshfree methods (Q635199):
Displayed 9 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- Forecasting the acquisition of university spin-outs: an RBF neural network approach (Q1688103) (← links)
- Radial basis functions and level set method for image segmentation using partial differential equation (Q1733509) (← links)
- Credit spread approximation and improvement using random forest regression (Q1735198) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- A computational modeling and simulation of spatial dynamics in biological systems (Q2290745) (← links)
- Non-linear Gaussian sovereign CDS pricing models (Q5234285) (← links)