Pricing Options with Credit Risk in Markovian Regime-Switching Markets

Jinzhi Li, Shixia Ma. Pricing Options with Credit Risk in Markovian Regime-Switching Markets. J. Applied Mathematics, 2013, 2013. [doi]

Authors

Jinzhi Li

This author has not been identified. Look up 'Jinzhi Li' in Google

Shixia Ma

This author has not been identified. Look up 'Shixia Ma' in Google