CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195): Difference between revisions
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Property / cites work: INFORMATION-BASED ASSET PRICING / rank | |||
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Property / cites work: Valuation of default-sensitive claims under imperfect information / rank | |||
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Property / cites work: MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT / rank | |||
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Latest revision as of 09:36, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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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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