Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion
Crossref DOI link: https://doi.org/10.1007/s11424-018-7119-7
Published Online: 2019-01-10
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Qing
Wang, Qian
Wu, Weixing
Text and Data Mining valid from 2019-01-10
Article History
Received: 10 April 2017
Revised: 11 May 2018
First Online: 10 January 2019