Numerical Simulation, Calibration and Recover of Credit Boundary
摘要
The power of mathematical models lies in their ability to explain and predict real world phenomena. In order to reach its full potential, calibration, simulation, and parameters recovery are necessary. In previous chapters, we formulated the theoretical foundation on these models, where we have already shown some numerical results. In this chapter, we focus more on the numerical methods, calibration and empirical examples for our model.