Quotation 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

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Frey, Rüdiger (Details)
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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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