Quotation 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

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