Guoqing Shi, Chuanzhe Liu, Yuhua Hou. Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes. In Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), October 16-18, 2006, Jinan, China. pages 1167-1172, IEEE Computer Society, 2006. [doi]
Abstract is missing.