scientific article; zbMATH DE number 6126665

zbMath1267.60043MaRDI QIDQ4902817

Marco Tolotti

Publication date: 18 January 2013

Full work available at URL: http://www.pphmj.com/abstract/7131.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear filteringdiscrete schemespartial informationdefault riskstructural modelsfirm asset value process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Credit risk (91G40)

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