Frey, Rüdiger. 2008. Constructing credit risk models via nonlinear filtering. Second Princeton Credit Risk Conference, Princeton, Vereinigte Staaten/USA, 0508.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Constructing credit risk models via nonlinear filtering |
| Event | Second Princeton Credit Risk Conference |
| Year | 2008 |
| Date | 0508 |
| Country | United States/USA |
| Location | Princeton |
| URL | http://orfe.princeton.edu/creditrisk/SLIDES/frey-princeton.pdf |