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]
@inproceedings{ShiLH06,
title = {Stdudy on the Pricing of Credit Default Swap with Affine Jump-Diffusions Processes},
author = {Guoqing Shi and Chuanzhe Liu and Yuhua Hou},
year = {2006},
doi = {10.1109/ISDA.2006.251},
url = {http://doi.ieeecomputersociety.org/10.1109/ISDA.2006.251},
researchr = {https://researchr.org/publication/ShiLH06},
cites = {0},
citedby = {0},
pages = {1167-1172},
booktitle = {Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), October 16-18, 2006, Jinan, China},
publisher = {IEEE Computer Society},
isbn = {0-7695-2528-8},
}