A Dynamic Binomial Expansion Technique for Credit Risk Measurement: A Bayesian Filtering Approach

Wing Hoe Woo, Tak Kuen Siu

Research output: Contribution to journalArticle

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)165-186
Number of pages22
JournalApplied Mathematical Finance
Volume11
Issue number2
Publication statusPublished - 2004

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