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Publication:3015768
zbMath1458.62241MaRDI QIDQ3015768
Rüdiger Frey, Wolfgang J. Runggaldier
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
term structure of interest ratesderivativescredit riskstochastic filteringfiltering and parameter estimationincomplete information in finance
Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)
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