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Items where Author is "Guarin, Alexander"

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Article

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2014) Recovering default risk from CDS spreads with a nonlinear filter. Journal of Economic Dynamics and Control, 38. pp. 87-104. DOI https://doi.org/10.1016/j.jedc.2013.09.006

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research, 214 (3). pp. 805-813. DOI https://doi.org/10.1016/j.ejor.2011.05.046

This list was generated on Fri Mar 29 15:18:26 2024 GMT.