Recovering default risk from CDS spreads with a nonlinear filter (Q1994302)
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scientific article; zbMATH DE number 6970226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovering default risk from CDS spreads with a nonlinear filter |
scientific article; zbMATH DE number 6970226 |
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Recovering default risk from CDS spreads with a nonlinear filter (English)
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1 November 2018
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CDS spreads
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meshfree methods
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radial basis function interpolation
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Fokker-Planck equation
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CIR model
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