Application of nonlinear filtering to credit risk

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Publication:614031

DOI10.1016/j.orl.2010.08.013zbMath1202.91335OpenAlexW2129169950MaRDI QIDQ614031

Vivek S. Borkar, Govindan Rangarajan, Mrinal K. Ghosh

Publication date: 23 December 2010

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2010.08.013



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