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