A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach
| Year of publication: |
2004
|
|---|---|
| Authors: | Woo, Wing Hoe ; Siu, Tak Kuen |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 2, p. 165
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