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scientific article; zbMATH DE number 6402122
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scientific article; zbMATH DE number 6402122

    Statements

    author
    Lijuan Lu
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    Xing-Yong Zhang
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    publication date
    11 February 2015
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    zbMATH Keywords
    two jump-diffusion process
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    credit risks
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    vulnerable European option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G40
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    62P05
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    60J75
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    zbMATH DE Number
    6402122
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