Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6600718 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
particle filtering | |||
| Property / zbMATH Keywords: particle filtering / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
maximum likelihood | |||
| Property / zbMATH Keywords: maximum likelihood / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
credit risk | |||
| Property / zbMATH Keywords: credit risk / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
microstructure | |||
| Property / zbMATH Keywords: microstructure / rank | |||
Normal rank | |||
Revision as of 23:10, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the structural credit risk model when equity prices are contaminated by trading noises |
scientific article |
Statements
Estimating the structural credit risk model when equity prices are contaminated by trading noises (English)
0 references
4 July 2016
0 references
particle filtering
0 references
maximum likelihood
0 references
option pricing
0 references
credit risk
0 references
microstructure
0 references
