"Pricing Model of Credit Default Swap Based on Jump-Diffusion Process and ..."

Xianghua Liu, Xueping Xiao (2013)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2014-07-04

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Xianghua Liu, Xueping Xiao:
Pricing Model of Credit Default Swap Based on Jump-Diffusion Process and Volatility with Markov Regime Shift. WHICEB 2013: 35

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