Pages that link to "Item:Q5419657"
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The following pages link to Parameter Estimation in Credit Models Under Incomplete Information (Q5419657):
Displaying 7 items.
- Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- Credit risk and incomplete information: filtering and EM parameter estimation (Q2786032) (← links)
- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality (Q5424404) (← links)
- Credit risk estimation with a particle filter (Q5891335) (← links)