Valuation of European option with correlated credit risk and stochastic interest
Crossref DOI link: https://doi.org/10.1007/s00542-019-04457-5
Published Online: 2019-05-29
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tu, Shuzhen
Ma, Yi
Yang, Weiping
Lv, Weiping
Li, Shiyin
Text and Data Mining valid from 2019-05-29
Version of Record valid from 2019-05-29
Article History
Received: 15 February 2019
Accepted: 29 April 2019
First Online: 29 May 2019