Credit Explosives
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Elsevier BV
Reference9 articles.
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Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. References;Credit Derivatives;2015-08-29
2. Pricing and hedging of long dated variance swaps under a 3/2 volatility model;Journal of Computational and Applied Mathematics;2015-04
3. Option valuation under a regime-switching constant elasticity of variance process;Applied Mathematics and Computation;2013-01
4. Results on the CEV Process, Past and Present;SSRN Electronic Journal;2010
5. A new approach for option pricing under stochastic volatility;Review of Derivatives Research;2007-05
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