School of Mathematics, Shanghai University of Finance and Economics, Shanghai, China
Faculty of Business and Economics, Macquarie University, Sydney, Australia
Department of Financial Mathematics, Shanghai Finance University, Shanghai, China
Copyright © 2016 Wenjing Gu, Yinglin Liu, Ruili Hao 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
Gu, W. , Liu, Y. and Hao, R. (2016) Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment.
Journal of Mathematical Finance,
6, 247-259. doi:
10.4236/jmf.2016.62021.