Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities.

Jin Liang Tao Wang

Published in: Int. J. Comput. Math. (2012)

Keyphrases

negatively correlated
credit scoring
positively correlated
graph cuts
neural network
computer vision
information entropy
nonmonotonic inference
databases
image processing
support vector
probabilistic model
credit risk