Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Citations

"Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment"
written by Wenjing Gu, Yinglin Liu, Ruili Hao,
published by Journal of Mathematical Finance, Vol.6 No.2, 2016

has been cited by the following article(s):

[1]	Basket Credit Default Swap Pricing with Two Defaultable Counterparties
	Discrete Dynamics in Nature and Society, 2022

[2]	Introducing Fuzziness in CDS Pricing under a Structural Model
	Mathematical Problems in Engineering, 2018

[3]	Stochastic averaging of quasi partially integrable Hamiltonian systems under fractional Gaussian noise 分数阶高斯噪声激励下拟部分可积哈密顿系统的随机平均法
	Journal of Zhejiang University-SCIENCE A, 2017

[4]	分数阶高斯噪声激励下拟部分可积哈密顿系统的随机平均法
	Journal of Zhejiang …, 2017

[5]	Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model
	2016

[6]	Stochastic averaging of quasi partially integrable Hamiltonian systems under fractional Gaussian noise
	2016

[1]	Control and stochastic dynamic behavior of Fractional Gaussian noise-excited time-delayed inverted pendulum system Communications in Nonlinear Science and Numerical Simulation, 2024 DOI:10.1016/j.cnsns.2024.108302

[2]	Basket Credit Default Swap Pricing with Two Defaultable Counterparties Discrete Dynamics in Nature and Society, 2022 DOI:10.1155/2022/3844001

[3]	Introducing Fuzziness in CDS Pricing under a Structural Model Mathematical Problems in Engineering, 2018 DOI:10.1155/2018/6363474

[4]	Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model Journal of Mathematical Finance, 2016 DOI:10.4236/jmf.2016.63033

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