Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Pricing Defaultable Bonds with Stochastic Recovery under a Hybrid Model
PAN Jian, XIAO Qing-xian
Chinese Journal of Engineering Mathematics . 2016, (6): 631 -650 .  DOI: 10.3969/j.issn.1005-3085.2016.06.006