Optimizing price of credit default swaps for dynamic project system of public-private partnership

DOI10.1155/2018/7280974zbMath1422.91728MaRDI QIDQ1727217

Ming Wu, Wenya Lv, Qiu-Ji Sun

Publication date: 20 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/7280974

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

91G40: Credit risk