CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM...

CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION

FONTANA, CLAUDIO, RUNGGALDIER, WOLFGANG J.
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Volume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024910005966
Date:
August, 2010
File:
PDF, 401 KB
english, 2010
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