Pricing credit derivatives under fractional stochastic interest rate models with jumps
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Publication:2398847
DOI10.1007/s11424-017-5126-8zbMath1369.91189OpenAlexW2602875214MaRDI QIDQ2398847
Rong Li, Shuguang Zhang, Xiuchun Bi, Jiaojiao Zhang
Publication date: 21 August 2017
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-017-5126-8
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Cites Work
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