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Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery.

Andrey ItkinFazlollah Soleymani
Published in: J. Comput. Sci. (2021)
Keyphrases
  • markov chain
  • monte carlo
  • stochastic programming
  • machine learning
  • stochastic process
  • stochastic optimization
  • recovery algorithm
  • artificial neural networks
  • image recovery
  • failure recovery