Application of nonlinear filtering to credit risk (Q614031)
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scientific article; zbMATH DE number 5829354
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of nonlinear filtering to credit risk |
scientific article; zbMATH DE number 5829354 |
Statements
Application of nonlinear filtering to credit risk (English)
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23 December 2010
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Merton's model
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asset
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equity
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nonlinear filter
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EM algorithm
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0.8435041904449463
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0.8405933380126953
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0.8301081657409668
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0.814844012260437
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0.8111235499382019
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