CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION (Q3632195): Difference between revisions
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| Property / cites work: MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT / rank | |||
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Revision as of 16:22, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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