The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun; Xiong, Dewen; Yan, Wenchao; Yuan, George Xianzhi
- 期刊名称International Journal of Financial Engineering
- 作者Tian, Kun; Xiong, Dewen; Yan, Wenchao; Yuan, George Xianzhi
- 卷第5卷
- 期第4期
- 印刷ISSN2424-7863
- 电子ISSN2424-7944
- 文件大小247.15KB
- 发表时间2018-12
- DOI10.1142/S242478631850038X