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Search: person:"Hao, Ruili"
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Hao, Ruili
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Liu, Yinglin
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Journal of mathematical finance
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ECONIS (ZBW)
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Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
2
Pricing loan CDS with vasicek interest rate under the contagious model
Liu, Yinglin
;
Hao, Ruili
;
Wang, Zuhua
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011583536
Saved in:
3
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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