Parameter Estimation in Credit Models Under Incomplete Information (Q5419657): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610926.2013.835415 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2015174923 / rank | |||
Normal rank | |||
Revision as of 01:43, 20 March 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
