Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing credit derivatives under incomplete information: a nonlinear-filtering approach |
scientific article |
Statements
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (English)
0 references
27 November 2011
0 references
credit derivatives
0 references
nonlinear filtering
0 references
marked point processes
0 references
