Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
| Year of publication: |
2011
|
|---|---|
| Authors: | Frey, Rüdiger ; Schmidt, Thorsten |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2011, 1, p. 105-134
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