Brody, D C; Hughston, L P and Macrina, A. 2010. Credit Risk, Market Sentiment and Randomly-Timed Default. In: D Crisan, ed. Stochastic Analysis 2010. Berlin: Springer-Verlag, pp. 267-280. ISBN 9783642153570 [Book Section]

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Item Type:	Book Section
Departments, Centres and Research Units:	Computing
Dates:	Date Event November 2010 Published
Item ID:	31512
Date Deposited:	22 Feb 2022 16:12
Last Modified:	22 Feb 2022 16:12
URI:	https://research.gold.ac.uk/id/eprint/31512

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