Credit Risk, Market Sentiment and Randomly-Timed Default
Credit Risk, Market Sentiment and Randomly-Timed Default
Financial Informatics, pp. 113-126 (2022) No AccessChapter 6: Credit Risk, Market Sentiment and Randomly-Timed DefaultDorje C. Brody, Lane P. Hughston and Andrea MacrinaDorje C. BrodyDepartment of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom, Lane P. HughstonDepartment of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom and Andrea …