Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model
- 期刊名称Applied Mathematics
- 作者Liang, Jin; Zhou, Peng; Zhou, Yujing; Ma, Junmei
- 卷第2卷
- 期第1期
- 印刷ISSN2152-7385
- 电子ISSN2152-7393
- 文件大小418.38KB
- 发表时间2011
- DOI10.4236/am.2011.21012
- 页码106-117
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