"Application of nonlinear filtering to credit risk."

Vivek S. Borkar, Mrinal K. Ghosh, Govindan Rangarajan (2010)

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DOI: 10.1016/J.ORL.2010.08.013

access: closed

type: Journal Article

metadata version: 2017-05-27

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Vivek S. Borkar, Mrinal K. Ghosh, Govindan Rangarajan:
Application of nonlinear filtering to credit risk. Oper. Res. Lett. 38(6): 527-532 (2010)

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