Quotation Frey, Rüdiger. 2008. Constructing credit risk models via nonlinear filtering. Second Princeton Credit Risk Conference, Princeton, Vereinigte Staaten/USA, 0508.


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Publication's profile

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

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