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PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices

Crossref DOI link: https://doi.org/10.1007/s10690-023-09420-z

Published Online: 2023-08-25

Published Print: 2024-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kato, Kensuke

Nakamura, Nobuhiro https://orcid.org/0000-0003-4465-5298
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science
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Text and Data Mining valid from 2023-08-25

Version of Record valid from 2023-08-25
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Article History

Accepted: 25 July 2023

First Online: 25 August 2023