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	A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates
	Ma, CQ; Ma, ZG; Xiao, SS
刊名	CHAOS SOLITONS & FRACTALS
	2019
卷号	Vol.123页码:59-68
关键词	European options Derivatives Credit risk Pricing Mellin transform
ISSN号	0960-0779;1873-2887
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4748796
专题	湖南大学
作者单位	1.Hunan Univ, Sch Business Adm, Changsha 410082, Hunan, Peoples R China 2.Guangdong Univ Finance & Econ, Sch Finance, Guangzhou 510320, Guangdong, Peoples R China 3.Univ Nevada, Dept Math Sci, Las Vegas, NV 89154 USA
推荐引用方式 GB/T 7714	Ma, CQ,Ma, ZG,Xiao, SS. A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates[J]. CHAOS SOLITONS & FRACTALS,2019,Vol.123:59-68.
APA	Ma, CQ,Ma, ZG,&Xiao, SS.(2019).A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates.CHAOS SOLITONS & FRACTALS,Vol.123,59-68.
MLA	Ma, CQ,et al."A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates".CHAOS SOLITONS & FRACTALS Vol.123(2019):59-68.

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