Vivek S. Borkar, Mrinal K. Ghosh, G. Rangarajan. Application of nonlinear filtering to credit risk. Oper. Res. Lett., 38(6):527-532, 2010. [doi]
@article{BorkarGR10,
title = {Application of nonlinear filtering to credit risk},
author = {Vivek S. Borkar and Mrinal K. Ghosh and G. Rangarajan},
year = {2010},
doi = {10.1016/j.orl.2010.08.013},
url = {http://dx.doi.org/10.1016/j.orl.2010.08.013},
researchr = {https://researchr.org/publication/BorkarGR10},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {38},
number = {6},
pages = {527-532},
}