Nonlinear filtering in models for interest-rate and credit risk (Q3015768)
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scientific article; zbMATH DE number 5919880
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| English | Nonlinear filtering in models for interest-rate and credit risk |
scientific article; zbMATH DE number 5919880 |
Statements
13 July 2011
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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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0.8532961010932922
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0.8405933380126953
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0.8392477631568909
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0.8323956727981567
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