The Valuation of the Basket CDS in a Primary-Subsidiary Model.

Jianwei Lin Gechun Liang Sen Wu Harry Zheng

Published in: Asia Pac. J. Oper. Res. (2011)

Keyphrases

probabilistic model
computational model
mathematical model
network model
real time
formal model
experimental data
similarity measure
theoretical analysis
management system
theoretical framework
prior knowledge
network structure
sensitivity analysis
neural network model
case study
knowledge base