The following pages link to (Q3015768):
Displaying 5 items.
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
- Linear and non-linear filtering in mathematical finance: a review (Q3019511) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)