Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps

ZHANG Jiaojiao,BI Xiuchun,LI Rong,ZHANG Shuguang

Journal of Systems Science & Complexity ›› 2017, Vol. 30 ›› Issue (3) : 645-659.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2017, 30(3): 645-659 https://doi.org/10.1007/s11424-017-5126-8

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