共 50 条
- [21] The pricing of credit risky securities under stochastic interest rate model with default correlation Applications of Mathematics, 2013, 58 : 703 - 727
- [22] Correlation Financial Option Pricing Model and Computer Simulation under a Stochastic Interest Rate WIRELESS COMMUNICATIONS & MOBILE COMPUTING, 2022, 2022
- [27] A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives REVIEW OF FINANCIAL STUDIES, 2009, 22 (05): : 2007 - 2057
- [29] Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier Journal of Systems Science and Complexity, 2019, 32 : 1659 - 1674