中国科学院数学与系统科学研究院期刊网
Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion
ZHOU Qing,WANG Qian,WU Weixing
Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion
ZHOU Qing,WANG Qian,WU Weixing
Journal of Systems Science and Complexity . 2019, (2): 657 -680 .  DOI: 10.1007/s11424-018-7119-7