BibTeX record journals/fs/FreyS12

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@article{DBLP:journals/fs/FreyS12,
  author       = {R{\"{u}}diger Frey and
                  Thorsten Schmidt},
  title        = {Pricing and hedging of credit derivatives via the innovations approach
                  to nonlinear filtering},
  journal      = {Finance Stochastics},
  volume       = {16},
  number       = {1},
  pages        = {105--133},
  year         = {2012},
  url          = {https://doi.org/10.1007/s00780-011-0153-0},
  doi          = {10.1007/S00780-011-0153-0},
  timestamp    = {Mon, 26 Oct 2020 08:26:15 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/FreyS12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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