"Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model"
written by Ruili Hao, Yonghui Liu, Shoubai Wang,
published by Journal of Mathematical Finance, Vol.4 No.1, 2014
has been cited by the following article(s):
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[15] Arbitrage-free fractional Lévy models and long memory in price jumps
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[16] 基于分数维Vasicek 利率模型的CDS 定价
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[18] +(布 $.,+ G! 于 FH
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