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.