Pages that link to "Item:Q609830"
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The following pages link to Bayesian analysis of structural credit risk models with microstructure noises (Q609830):
Displaying 4 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
