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On pricing of corporate securities in the case of jump-diffusion |
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| Authors: | Xue-min Ren Li-shang Jiang |
| Institution: | 1. Department of Mathematics, Tongji University, Shanghai, 200092, China |
| Abstract: | default risk, corporate bond, stochastic interest rate, jump diffusion process. |
| Keywords: | default risk corporate bond stochastic interest rate jump diffusion process |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ | |