Pricing a defaultable claim based on BSSDEs for general jump process

WANG Kai-ming, PAN He-ping, CHEN Wei

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2591-2600.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2591-2600. DOI: 10.12011/1000-6788(2012)12-2591

Pricing a defaultable claim based on BSSDEs for general jump process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(12): 2591-2600 https://doi.org/10.12011/1000-6788(2012)12-2591

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