"Valuing credit derivatives in a jump-diffusion model."

Xinhua Hu, Zhongxing Ye (2007)

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DOI: 10.1016/J.AMC.2007.01.088

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xinhua Hu, Zhongxing Ye:
Valuing credit derivatives in a jump-diffusion model. Appl. Math. Comput. 190(1): 627-632 (2007)

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