Pricing Vulnerable European Options Under a Jump-diffusion Model with Stochastic Rate

WU Sang, XU Chao, DONG Yinghui

Acta Mathematicae Applicatae Sinica ›› 2019, Vol. 42 ›› Issue (4) : 518-534.

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Acta Mathematicae Applicatae Sinica ›› 2019, Vol. 42 ›› Issue (4) : 518-534. DOI: 10.12387/C2019043

Pricing Vulnerable European Options Under a Jump-diffusion Model with Stochastic Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2019, 42(4): 518-534 https://doi.org/10.12387/C2019043

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