Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00780-010-0129-5 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-010-0129-5 / rank | |||
Normal rank | |||
Revision as of 06:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing credit derivatives under incomplete information: a nonlinear-filtering approach |
scientific article |
Statements
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (English)
0 references
27 November 2011
0 references
credit derivatives
0 references
nonlinear filtering
0 references
marked point processes
0 references
0 references
0 references
0 references
