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Credit Risk, Market Sentiment and Randomly-Timed Default - MaRDI portal

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Credit Risk, Market Sentiment and Randomly-Timed Default (Q3015687)

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scientific article; zbMATH DE number 7516342
Language Label Description Also known as
English
Credit Risk, Market Sentiment and Randomly-Timed Default
scientific article; zbMATH DE number 7516342

    Statements

    title
    Credit Risk, Market Sentiment and Randomly-Timed Default (English)
    0 references
    author
    Dorje C. Brody
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    Lane P. Hughston
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    Andrea Macrina
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    publication date
    13 July 2011
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    29 April 2022
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    zbMATH Keywords
    information-based asset pricing
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    credit derivatives
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    random times
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    Identifiers

    zbMATH Open document ID
    1219.91147
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    1489.91294
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    Mathematics Subject Classification ID
    91G40
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    93E11
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    60G40
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    91B25
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    91G20
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    zbMATH DE Number
    5919800
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    7516342
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    OpenAlex ID
    W2126714343
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    W4214597611
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    arXiv ID
    1006.2909
    0 references
     
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