Pricing credit derivatives under fractional stochastic interest rate models with jumps
Crossref DOI link: https://doi.org/10.1007/s11424-017-5126-8
Published Online: 2017-03-21
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Jiaojiao
Bi, Xiuchun
Li, Rong
Zhang, Shuguang
License valid from 2017-03-21