The pricing of credit risky securities under stochastic interest rate model with default correlation

No abstract is available for this paper.

• Publication year

  2013

• Venue

  Applications of Mathematics

• Publication date

  2013-12-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1007/S10492-013-0036-0
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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