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
Credit Risk, Market Sentiment and Randomly-Timed Default (English)
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13 July 2011
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29 April 2022
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information-based asset pricing
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credit derivatives
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random times
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