The intensity model for pricing credit securities with jump diffusion and counterparty risk.
Hao, Ruili ; Ye, Zhongxing
Mathematical Problems in Engineering, Tome 2011 (2011), / Harvested from The Electronic Library of Mathematics
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Publié le : 2011-01-01
DOI : https://doi.org/10.1155/2011/412565
EUDML-ID : urn:eudml:doc:233667 
@article{05904892,
     title = {The intensity model for pricing credit securities with jump diffusion and counterparty risk.},
     journal = {Mathematical Problems in Engineering},
     volume = {2011},
     year = {2011},
     doi = {10.1155/2011/412565},
     zbl = {1213.91171},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05904892}
}

Hao, Ruili; Ye, Zhongxing. The intensity model for pricing credit securities with jump diffusion and counterparty risk.. Mathematical Problems in Engineering, Tome 2011 (2011) . doi : 10.1155/2011/412565. http://gdmltest.u-ga.fr/item/05904892/