"The pricing of single name credit default swap based on jump-diffusion ..."

Xianghua Liu, Xueping Xiao (2014)

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DOI: 10.1504/IJSTM.2014.063589

access: closed

type: Journal Article

metadata version: 2020-07-30

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Xianghua Liu, Xueping Xiao:
The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift. Int. J. Serv. Technol. Manag. 20(1/2/3): 71-84 (2014)

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