CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
Year of publication: |
2009
|
---|---|
Authors: | CAPPONI, AGOSTINO ; CVITANIĆ, JAKŠA |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 12.2009, 01, p. 83-112
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Credit risk | incomplete information | calibration | nonlinear filtering | Parmalat | structural models |
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