Article Comments

Contributions from readers on our articles are very welcome. This form will let us retrieve the current data in the database and allows us to consider your comments.

The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift
Xianghua Liu; Xueping Xiao
International Journal of Services Technology and Management (IJSTM), 2014 Vol.20 No.1/2/3, pp.71 - 84
16 - 13 =

Thank you for your feedback.