Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Frey, Rüdiger ; Runggaldier, Wolfgang |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 4, p. 495-526
|
| Publisher: |
Springer |
| Subject: | Credit derivatives | Nonlinear filtering | Marked point processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775837