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Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes.

Guoqing ShiChuanzhe LiuYuhua Hou
Published in: ISDA (1) (2006)
Keyphrases
  • graph cuts
  • image registration
  • markov chain
  • affine invariant
  • credit scoring
  • data sets
  • image processing
  • logistic regression
  • anisotropic diffusion
  • revenue management
  • piecewise affine
  • convertible bonds