Frey, Rüdiger. 2009. Credit Innovation: Pricing and Hedging of
Credit Derivatives via the Innovations
Approach to Nonlinear Filtering. Recent Advancements in the Theory and Practice, Nice, Frankreich, 0909.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Credit Innovation: Pricing and Hedging of Credit Derivatives via the Innovations Approach to Nonlinear Filtering |
| Event | Recent Advancements in the Theory and Practice |
| Year | 2009 |
| Date | 0909 |
| Country | France |
| Location | Nice |
| URL | http://www-math.unice.fr/~patras/CreditRisk2009/Nice_Frey.pdf |