Pages that link to "Item:Q2786032"
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The following pages link to Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032):
Displaying 11 items.
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Credit risk in an economy with new firms arrivals (Q1707052) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Loan pricing under estimation risk (Q2397485) (← links)
- Information reduction via level crossings in a credit risk models (Q2463710) (← links)
- INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)
- Parameter Estimation in Credit Models Under Incomplete Information (Q5419657) (← links)
- Credit risk estimation with a particle filter (Q5891335) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)