Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model.

Xian Hua Peng Steven S. G. Kou

Published in: WSC (2008)

Keyphrases

high level
formal model
bayesian framework
parameter estimation
computational model
conceptual model
experimental data
attention mechanism
image segmentation
pricing model
random field model
statistical model
mathematical model
supply chain
management system
probabilistic model
cost function
computer science