Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
Work
Year: 2010
Type: article
Source: Finance and Stochastics
Authors Rüdiger Frey, Wolfgang Runggaldier
Institutions Leipzig University, University of Padua
Cites: 38
Cited by: 63
Related to: 10
FWCI: 6.542
Citation percentile (by year/subfield): 95.65
Subfield: Finance
Domain: Social Sciences
Open Access status: green