Pages that link to "Item:Q5891335"
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The following pages link to Credit risk estimation with a particle filter (Q5891335):
Displaying 6 items.
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Credit risk in an economy with new firms arrivals (Q1707052) (← links)
- Robust analysis of default intensity (Q1927110) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
- PARTICLE METHODS FOR THE ESTIMATION OF CREDIT PORTFOLIO LOSS DISTRIBUTIONS (Q3580185) (← links)