CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION |
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CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (English)
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16 September 2010
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default risk
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contagion
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factor models
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partial information
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EM algorithm
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extended Kalman filter
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