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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Status of publication | Published |
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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 |