Pricing Credit Default Swap with Contagious Risk and Simulation - 郝瑞丽 张金清 刘永辉 胡周红 (Shanghai jiao tong da xue xue bao, 2016)
Keywords: Architecture; Computer Science; Computer simulation; Contracts; Correlation; Electrical Engineering; Engineering; Life Sciences; Loans; Materials Science; Mathematical models; Pricing; Risk; Stochasticity; Vasicek interest rate; contagious risk; credit default swap (CDS); O175.2