The intensity model for pricing credit securities with jump diffusion and counterparty risk.

Hao, Ruili; Ye, Zhongxing

Mathematical Problems in Engineering (2011)

  • Volume: 2011, page Article ID 412565, 16 p.-Article ID 412565, 16 p.
  • ISSN: 1024-123X

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Hao, Ruili, and Ye, Zhongxing. "The intensity model for pricing credit securities with jump diffusion and counterparty risk.." Mathematical Problems in Engineering 2011 (2011): Article ID 412565, 16 p.-Article ID 412565, 16 p.. <http://eudml.org/doc/233667>.

@article{Hao2011,
author = {Hao, Ruili, Ye, Zhongxing},
journal = {Mathematical Problems in Engineering},
language = {eng},
pages = {Article ID 412565, 16 p.-Article ID 412565, 16 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {The intensity model for pricing credit securities with jump diffusion and counterparty risk.},
url = {http://eudml.org/doc/233667},
volume = {2011},
year = {2011},
}

TY - JOUR
AU - Hao, Ruili
AU - Ye, Zhongxing
TI - The intensity model for pricing credit securities with jump diffusion and counterparty risk.
JO - Mathematical Problems in Engineering
PY - 2011
PB - Hindawi Publishing Corporation, New York
VL - 2011
SP - Article ID 412565, 16 p.
EP - Article ID 412565, 16 p.
LA - eng
UR - http://eudml.org/doc/233667
ER -

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