Quotation 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

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Frey, Rüdiger (Details)
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Institute for Statistics and Mathematics IN (Details)
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