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 |
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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 |