|
|
| 2012, Vol. 28(3): 263-269 DOI: | ||
| The Fair Pricing of the Credit Default Swaps in a Intensity-Based Model Driven by Subordinator Processes | ||
| Hu Fengqing, Wang Guojing | ||
| Department of Mathematics and Center for Financial Engineering, Soochow University | ||
| Received null Revised null | ||
| Supporting info | ||
|
|