Valuing Credit Default Swap under a double exponential jump diffusion model
Yang, Rui-cheng, Pang, Mao-xiu, Jin, ZhuangVolume:
29
Language:
english
Journal:
Applied Mathematics-A Journal of Chinese Universities
DOI:
10.1007/s11766-014-3074-9
Date:
March, 2014
File:
PDF, 231 KB
english, 2014