"The Study on the Pricing of Credit Risk under the Fast Stochastic Volatility."

Shican Liu, Xiangyu Ge (2016)

> Home

Details and statistics

DOI: 10.1109/IIKI.2016.114

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

- view
  authority control:
- export record
  dblp key:
  - conf/iiki/LiuG16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/iiki/LiuG16
Shican Liu, Xiangyu Ge:
The Study on the Pricing of Credit Risk under the Fast Stochastic Volatility. IIKI 2016: 581-586

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.