Basket CDS pricing with interacting intensities.
Harry ZhengLishang JiangPublished in: Finance Stochastics (2009)
Keyphrases
- distributional assumptions
- artificial neural networks
- database
- machine learning
- computer vision
- image sequences
- revenue management
- financial markets
- pricing strategies
- image intensity
- black scholes model
- yield management
- profit maximization
- option pricing
- dynamic pricing
- intensity distribution
- stock market
- dynamic programming
- multi agent systems
- face recognition
- real world
- real time