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scientific article
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scientific article

    Statements

    author
    Rüdiger Frey
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    publication date
    13 July 2011
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    zbMATH Keywords
    stochastic filtering
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    incomplete information in finance
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    term structure of interest rates
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    credit risk
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    derivatives
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    filtering and parameter estimation
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91G30
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    91G40
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    zbMATH DE Number
    5919880
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