CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195): Difference between revisions

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Latest revision as of 09:36, 30 July 2024

scientific article
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English
CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
scientific article

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    CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (English)
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    23 June 2009
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    credit risk
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    incomplete information
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    calibration
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    nonlinear filtering
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    Parmalat
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    structural models
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