Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps

ZHANG Jiaojiao,BI Xiuchun,LI Rong,ZHANG Shuguang

系统科学与复杂性(英文) ›› 2017, Vol. 30 ›› Issue (3) : 645-659.

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系统科学与复杂性(英文) ›› 2017, Vol. 30 ›› Issue (3) : 645-659. DOI: 10.1007/s11424-017-5126-8

Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps

    ZHANG Jiaojiao1 , BI Xiuchun2 , LI Rong 2, ZHANG Shuguang2
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Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps

    ZHANG Jiaojiao1 , BI Xiuchun2 , LI Rong 2, ZHANG Shuguang2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2017, 30(3): 645-659 https://doi.org/10.1007/s11424-017-5126-8
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2017, 30(3): 645-659 https://doi.org/10.1007/s11424-017-5126-8
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