Jun Du, Yang Liu. Credit Risk Pricing with Multivariate Stochastic Volatility. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 2. pages 526-530, IEEE Computer Society, 2009. [doi]
Abstract is missing.