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Research on CDS pricing model with endogenous recovery rate.

Xiaojing LinYaming ZhuangJing Zhang
Published in: Commun. Nonlinear Sci. Numer. Simul. (2018)
Keyphrases
  • pricing model
  • bi level
  • convertible bonds
  • real option
  • dynamic pricing
  • artificial neural networks
  • expert systems
  • supply chain
  • gray scale