Parameter Estimation in Credit Models Under Incomplete Information (Q5419657): Difference between revisions

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+https://doi.org/10.1080/03610926.2013.835415
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+W2015174923
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+CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
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+CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION
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+Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
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+A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS
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+Modeling frailty-correlated defaults using many macroeconomic covariates
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+Q4779128
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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+Publication:5419657