Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434)
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scientific article; zbMATH DE number 6106800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering |
scientific article; zbMATH DE number 6106800 |
Statements
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (English)
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15 November 2012
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credit derivatives
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incomplete information
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nonlinear filtering
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hedging
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