Calibration

Field
Subfield
Domain
OpenAlex	C165838908

Smeal faculty

• Charles Whiteman - score 0.8
• Nan Zhu - score 0.7
• Jingzhi Huang - score 0.5

Papers

• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - cites 264
• A Bayesian Approach to Calibration (1996) - cites 111
• Gaussian Forward Mortality Factor Models: Specification, Calibration, and Application (2010) - cites 1