Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random

Qing ZHOU, Jiao-jiao YANG, Wei-xing WU

应用数学学报(英文版) ›› 2019, Vol. 35 ›› Issue (2) : 305-318.

中国科学院数学与系统科学研究院期刊网
应用数学学报(英文版) ›› 2019, Vol. 35 ›› Issue (2) : 305-318. DOI: 10.1007/s10255-019-0821-y
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Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random

    Qing ZHOU1, Jiao-jiao YANG1, Wei-xing WU2
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Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random

    Qing ZHOU1, Jiao-jiao YANG1, Wei-xing WU2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2019, 35(2): 305-318 https://doi.org/10.1007/s10255-019-0821-y
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2019, 35(2): 305-318 https://doi.org/10.1007/s10255-019-0821-y
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