PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978)
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scientific article; zbMATH DE number 5599342
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| default for all languages | No label defined |
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| English | PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION |
scientific article; zbMATH DE number 5599342 |
Statements
PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (English)
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28 August 2009
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credit risk
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structural models
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nonlinear filtering
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incomplete information
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0.7992456555366516
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0.7518402934074402
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