Pricing credit derivatives under fractional stochastic...

Journal of Systems Science and Complexity 2017 / 6 Vol. 30; Iss. 3

Pricing credit derivatives under fractional stochastic interest rate models with jumps

Zhang, Jiaojiao, Bi, Xiuchun, Li, Rong, Zhang, Shuguang
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Volume:
30
Language:
english
Journal:
Journal of Systems Science and Complexity
DOI:
10.1007/s11424-017-5126-8
Date:
June, 2017
File:
PDF, 221 KB
english, 2017
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