中国矿业大学主页平台系统 niuhuawei--Home-- Pricing vulnerable European options with dynamic correlation between market risk and credit risk

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Supervisor of Doctorate Candidates

Supervisor of Master's Candidates

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School/Department:经济管理学院

Business Address:经管学院A504

Gender:Male

Contact Information:niuhuawei@cumt.edu.cn

Degree:Doctor

Alma Mater:南京大学

Discipline:Finance

Current position: Home > Scientific Research > Paper Publications

Pricing vulnerable European options with dynamic correlation between market risk and credit risk

Release time:2023-08-25 Hits:

DOI number:https://doi.org/10.1016/j.jmse.2020.03.001

Affiliation of Author(s):经济管理学院

Funded by:国家自然科学基金项目

First Author:niuhuawei

Co-author:邢钰,Yonggan Zhao

Indexed by:Journal paper

Document Code:5b5bb2947603301e017603c922fe04b4

Volume:2020(5),125-145

ISSN No.:2096-2320

Translation or Not:no

CN No.:10-1383/C

Date of Publication:2020-08-18