|
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2007 23 (4):
395-406
ISSN: 1001-4268: CN: 31-1256 / O1 |
|
|
|
|
|
The Martingale Approach for Credit-Risky Option Pricing |
DING Deng, CHAN Kaleong |
Department of Mathematics, University of Macau |
Received 1900-01-01 Revised 1900-01-01 Online 2007-11-15 |
Reference |
|
|
|
Corresponding author: CHAN Kaleong |
|