most citedTarget volatility option pricing in lognormal fractional SABR model

2 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2020★ 2 cited

A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees

Parisa Golbayani, Ionuţ Florescu, Rupak Chatterjee

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take ext…