中国科学院数学与系统科学研究院期刊网
Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random
Qing ZHOU, Jiao-jiao YANG, Wei-xing WU
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, (2): 305 -318 .  DOI: 10.1007/s10255-019-0821-y