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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Frey, Rüdiger"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
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Frey, Rüdiger
Kabanov, Jurij M.
6
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Finance and stochastics
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
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The journal of credit risk : published quarterly by Incisive Media
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Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
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2
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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