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Fuzzy Math Revolutionizes CDS Pricing and Risk Management
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Fuzzy Math Revolutionizes CDS Pricing and Risk Management
In a groundbreaking study published in the International Journal of Computational Intelligence Systems, researchers have developed a novel approach to modeling moral hazard in credit default swap (CDS) pricing, offering significant implications for the financial sector. Led by Liang Wu from the College of Mathematical Sciences at Henan Institute of Science and Technology, the research introduces a… Source
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