Items where Author is "Guarin, Alexander"
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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