BibTeX record journals/siamfm/HuangSZ17

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@article{DBLP:journals/siamfm/HuangSZ17,
  author       = {Yao Tung Huang and
                  Qingshuo Song and
                  Harry Zheng},
  title        = {Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap
                  Pricing with Contagion Risk},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {8},
  number       = {1},
  pages        = {1--27},
  year         = {2017},
  url          = {https://doi.org/10.1137/15M1052329},
  doi          = {10.1137/15M1052329},
  timestamp    = {Mon, 05 Feb 2024 20:26:32 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/HuangSZ17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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