Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration.

Rama Cont Romain Deguest Yu Hang Kan

Published in: SIAM J. Financial Math. (2010)

Keyphrases

management system
computational model
probabilistic model
theoretical framework
experimental data
camera calibration
neural network
computer vision
high level
cost function
hidden markov models
probability distribution
theoretical analysis
single image
image reconstruction
formal model