Frey, Rüdiger. 2010. Credit Innovation: Pricing and Hedging of
Credit Derivatives via the Innovations
Approach to Nonlinear Filtering. China-Germany conference on Mathematics in Industry, Beijing, China, März.
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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 | China-Germany conference on Mathematics in Industry |
| Year | 2010 |
| Date | März |
| Country | China |
| Location | Beijing |
| URL | https://cine.zib.de/cms/media/vortraege/2010-03-15_Ruediger_Frey/2010-03-15-Frey-PurePDF.pdf |