Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085 CN 61-1269/O1
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Chinese Journal of Engineering Mathematics
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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