Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766)
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scientific article; zbMATH DE number 5981320
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| English | Pricing credit derivatives under incomplete information: a nonlinear-filtering approach |
scientific article; zbMATH DE number 5981320 |
Statements
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (English)
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27 November 2011
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credit derivatives
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nonlinear filtering
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marked point processes
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0.8805385828018188
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0.8532961010932922
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0.8512694835662842
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0.8481618762016296
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