Sound deposit insurance pricing using a machine learning approach
Year of publication: |
2019
|
---|---|
Authors: | Assa, Hirbod ; Pouralizadeh, Mostafa ; Badamchizadeh, Abdolrahim |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 2, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | deposit insurance | implied volatility | static arbitrage | parameterization | machine learning | calibration |
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