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Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery.
Andrey Itkin
Fazlollah Soleymani
Published in:
J. Comput. Sci. (2021)
Keyphrases
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markov chain
monte carlo
stochastic programming
machine learning
stochastic process
stochastic optimization
recovery algorithm
artificial neural networks
image recovery
failure recovery