Pricing Model of Credit Default Swap Based on Jump-Diffusion Process and Volatility with Markov Regime Shift. - Xianghua Liu; Xueping Xiao (WHICEB, 2013)

The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift. - Xianghua Liu; Xueping Xiao (Int. J. Serv. Technol. Manag., 2014)