A general firm value model under partial information
Year of publication: |
2022
|
---|---|
Authors: | Mbaye, Cheikh ; Sagna, Abass ; Vrins, Frédéric |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 26.2022, 1, p. 81-111
|
Subject: | finance | credit risk | structural model | noisy information | nonlinear filtering | Theorie | Theory | Kreditrisiko | Credit risk | Unvollkommene Information | Incomplete information | Unternehmenswert | Firm value |
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