Frey, Rüdiger. 2017. EM Algorithm for Diffusion and Point Process Information: Theory, Numerical Experiments and Applications to Credit Risk. Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences, EPFL Lausanne, Switzerland, 29.05.-02.06. Invited Talk

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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	EM Algorithm for Diffusion and Point Process Information: Theory, Numerical Experiments and Applications to Credit Risk
Event	Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences
Year	2017
Date	29.05.-02.06.
Country	Switzerland
Location	EPFL Lausanne
Invited Talk	Y

Associations

People: Frey, Rüdiger (Details)
Organization: Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria'): 1118 Probability theory (Details); 1137 Financial mathematics (Details); 5361 Financial management (Details)

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