Credit Risk, Market Sentiment and Randomly-Timed Default
From MaRDI portal
Publication:3015687
DOI10.1007/978-3-642-15358-7_13zbMath1219.91147arXiv1006.2909OpenAlexW2126714343MaRDI QIDQ3015687
Lane P. Hughston, Dorje C. Brody, Andrea Macrina
Publication date: 13 July 2011
Published in: Stochastic Analysis 2010, Financial Informatics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.2909
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Randomised mixture models for pricing kernels ⋮ A default contagion model for pricing defaultable bonds from an information based perspective
This page was built for publication: Credit Risk, Market Sentiment and Randomly-Timed Default
