Pages that link to "Item:Q614031"
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The following pages link to Application of nonlinear filtering to credit risk (Q614031):
Displaying 7 items.
- Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
- Credit risk in an economy with new firms arrivals (Q1707052) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032) (← links)
- Credit risk estimation with a particle filter (Q5891335) (← links)
- Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood (Q6054440) (← links)