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, March 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, 2009Submitted by Dale Schuurmans
