Pricing Credit Default Swap with Contagious Risk and Simulation
HAO Ruili1,2* (郝瑞丽), ZHANG Jinqing1 (张金清), LIU Yonghui3 (刘永辉), HU Zhouhong4 (胡周红
Pricing Credit Default Swap with Contagious Risk and Simulation
HAO Ruili1,2* (郝瑞丽), ZHANG Jinqing1 (张金清), LIU Yonghui3 (刘永辉), HU Zhouhong4 (胡周红)
上海交通大学学报(英文版) . 2016, (1): 57 -62 .  DOI: 10.1007/s12204-016-1699-y