Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model.

Beom-Jin Kim Chan Yeol Park Yong-Ki Ma

Published in: J. Appl. Math. (2014)

Keyphrases

computational model
experimental data
statistical model
parameter estimation
formal model
prediction model
social networks
decision trees
video sequences
artificial neural networks
probabilistic model
image registration
theoretical analysis
theoretical framework
mathematical model
evaluation method