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 |
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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 |