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

Guoqing Shi Chuanzhe Liu Yuhua 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