Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766): Difference between revisions
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Revision as of 15:52, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing credit derivatives under incomplete information: a nonlinear-filtering approach |
scientific article |
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Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (English)
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27 November 2011
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credit derivatives
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nonlinear filtering
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marked point processes
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