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 |
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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 |