"Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions ..."

Guoqing Shi, Chuanzhe Liu, Yuhua Hou (2006)

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DOI: 10.1109/ISDA.2006.251

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Guoqing Shi, Chuanzhe Liu, Yuhua Hou:
Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes. ISDA (1) 2006: 1167-1172

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