scientific article; zbMATH DE number 6402101

DOI10.3969/j.issn.1001-4268.2014.03.003zbMath1313.91179MaRDI QIDQ5498154

Shoubai Wang, Ruili Hao, Yong Hui Liu

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risky bondsfractional Vasicek interest rate modelcontagious modelpricing CDS

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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