Inference of the structural credit risk model using MLE
- Yuxi Li, Department of Computing Science, University of Alberta
- Li Cheng
- Dale Schuurmans, AICML
Citation
Y. Li, L. Cheng, D. Schuurmans. "Inference of the structural credit risk model using MLE". IEEE Symposium on Computational Intelligence for Financial Engineering, February 2009.Keywords: | |
Category: | In Workshop |
BibTeX
@misc{Li+al:CIFEr09, author = {Yuxi Li and Li Cheng and Dale Schuurmans}, title = {Inference of the structural credit risk model using MLE}, booktitle = {IEEE Symposium on Computational Intelligence for Financial Engineering}, year = 2009, }Last Updated: September 20, 2009
Submitted by Dale Schuurmans