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Finance and Stochastics
Discussion paper / B
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and Stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009400211
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Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang
- In:
Finance and Stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008775837
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