Interest rate swap pricing with default risk under variance gamma process
Crossref DOI link: https://doi.org/10.1007/s11766-017-3290-1
Published Online: 2017-03-03
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Xiao-feng
Yu, Jin-ping
License valid from 2017-03-01