Structural credit risk modelling with Hawkes jump diffusion processes.
Yong MaWeidong XuPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- diffusion processes
- credit risk
- credit risk evaluation
- diffusion process
- evaluation method
- risk analysis
- commercial banks
- partial differential equations
- credit scoring
- denoising
- information diffusion
- financial data
- anisotropic diffusion
- scale spaces
- structure tensor
- diffusion tensor
- evaluation model
- exchange rate
- markov chain
- diffusion equation
- credit card
- nonlinear diffusion
- computer vision
- fraud detection
- total variation
- fuzzy numbers
- image denoising
- image processing