Pricing model of interest rate swap with a bilateral default risk

Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang. Pricing model of interest rate swap with a bilateral default risk. J. Computational Applied Mathematics, 234(2):512-517, 2010. [doi]

Authors

Xiaofeng Yang

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Jinping Yu

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Shenghong Li

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Albert Jerry Cristoforo

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Xiaohu Yang

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