Journal of Mathematical Finance

Vol.4 No.1(2014), Paper ID 41846, 11 pages

DOI:10.4236/jmf.2014.41002

 

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model

 

Ruili Hao, Yonghui Liu, Shoubai Wang

 

Department of Applied Mathematics, Shanghai Finance University, Shanghai, China
Department of Applied Mathematics, Shanghai Finance University, Shanghai, China; School of Business Information Management, Shanghai University of International Business and Economics, Shanghai, China
Department of Applied Mathematics, Shanghai University of Finance and Economics, Shanghai, China

 

Copyright © 2014 Ruili Hao, Yonghui Liu, Shoubai Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


R. Hao, Y. Liu and S. Wang, "Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model," Journal of Mathematical Finance, Vol. 4 No. 1, 2014, pp. 10-20. doi: 10.4236/jmf.2014.41002.

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