Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model"
written by Yinglin Liu, Ruili Hao, Zuhua Wang,
published by Journal of Mathematical Finance, Vol.6 No.3, 2016

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