Parameter Estimation in Credit Models Under Incomplete Information (Q5419657): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:18, 9 February 2024
scientific article; zbMATH DE number 6302706
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter Estimation in Credit Models Under Incomplete Information |
scientific article; zbMATH DE number 6302706 |
Statements
Parameter Estimation in Credit Models Under Incomplete Information (English)
0 references
11 June 2014
0 references
CDS index
0 references
credit risk
0 references
filtering
0 references
maximum-likelihood
0 references