Pricing of Credit Risk Derivatives with Stochastic Interest Rate.

Wujun Lv Linlin Tian

Published in: Axioms (2023)

Keyphrases

credit risk
convertible bonds
credit risk evaluation
evaluation method
risk analysis
credit scoring
listed companies
commercial banks
financial data
fraud detection
exchange rate
pricing model
neural network
credit card
evaluation model
prediction model
outlier detection
multi class
machine learning