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

Wing Hoe Woo, Tak Kuen Siu

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	165-186
Number of pages	22
Journal	Applied Mathematical Finance
Volume	11
Issue number	2
Publication status	Published - 2004

Cite this

@article{1e05c2a44e214d51a59d6288c5373277,

title = "A Dynamic Binomial Expansion Technique for Credit Risk Measurement: A Bayesian Filtering Approach",

author = "Woo, {Wing Hoe} and Siu, {Tak Kuen}",

year = "2004",

language = "English",

volume = "11",

pages = "165--186",

journal = "Applied Mathematical Finance",

issn = "1466-4313",

publisher = "Routledge",

number = "2",

}