Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Frey, Rüdiger ; Runggaldier, Wolfgang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 14.2010, 4, p. 495-527
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