Pricing CDS with Jump-Diffusion Risk in the Intensity-Based Model.
Ruili HaoZhongxing YePublished in: NL-MUA (2011)
Keyphrases
- computational model
- formal model
- objective function
- experimental data
- statistical model
- prior knowledge
- mathematical model
- database
- management system
- probabilistic model
- risk assessment
- prediction model
- conceptual model
- theoretical analysis
- mobile robot
- hidden markov models
- expert systems
- video sequences
- multiscale
- image processing
- information retrieval
- machine learning