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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2012 28 (3):
263-269
ISSN: 1001-4268: CN: 31-1256 / O1 |
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| 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 Online 2012-07-05 |
| Reference |
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| Corresponding author: Hu Fengqing |
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