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Sponsored by the Ministry of Education of the People's Republic of China
Directed by Shanghai Jiao Tong University
ISSN 1007-1172 CN 31-1943/U
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J Shanghai Jiaotong Univ Sci
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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)
Journal of shanghai Jiaotong University (Science) . 2016, (
1
): 57 -62 . DOI: 10.1007/s12204-016-1699-y
