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• Author = Gapeev PV

1. Gapeev PV, Jeanblanc M, Li L, Rutkowski M
Pavel V. Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski: Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives, Contemporary Quantitative Finance, Quantitative Methods In Finance, C. Chiarella and A. Novikov (eds.), Springer-Verlag, Berlin Heidelberg New York, (2010), 255. ISBN 978-3-642-03478-7.