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Increment variance reduction techniques with an application to multi-name credit derivatives
Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Computational economics 55 (2020) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
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A synthetic penalized logitboost to model mortgage lending with imbalanced data
Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Computational economics 57 (2021) 1, pp. 281-309
Persistent link: https://www.econbiz.de/10012486902
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Simulation solution to a two-dimensional mortgage refinancing problem
Xie, Dejun; Zhang, Nan; Edwards, David A. - In: Computational economics 52 (2018) 2, pp. 479-492
Persistent link: https://www.econbiz.de/10012052963
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An optimal mortgage refinancing strategy with stochastic interest rate
Wu, Xiaoxia; Xie, Dejun; Edwards, David A. - In: Computational economics 53 (2019) 4, pp. 1353-1375
Persistent link: https://www.econbiz.de/10012135162
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Stress testing for retail mortgages based on probability analysis
Liu, Chang; Nassar, Raja - In: Computational economics 53 (2019) 1, pp. 433-455
Persistent link: https://www.econbiz.de/10012134696
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Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin; Hong, Don; Wu, Qiang - In: Computational economics 61 (2023) 3, pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
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Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - In: Computational economics 35 (2010) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
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Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.; Siu, Tak Kuen - In: Computational economics 31 (2008) 3, pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
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Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian; Naess, Arvid - In: Computational economics 30 (2007) 2, pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
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A new approach for firm value and default probability estimation beyond Merton models
De Giuli, Maria Elena; Prienau, Karl; Maggi, Mario … - In: Computational economics 31 (2008) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10003685972