EM Algorithm for a CIR Process with Markov-modulated Mean Reversion Level and Application to Eurozone Credit Spreads

Camilla Damian (Contributor)
Frey, R. (Contributor)
Kevin Kurt (Contributor)

Institute for Statistics and Mathematics

Activity: Talk or presentation › Science to science

Period	9 Sept 2019 → 11 Sept 2019
Event title	VCMF-2019
Event type	Unknown
Degree of Recognition	National