A fully non-linear PDE problem from pricing CDS with counterparty risk

Bei Hu, Lishang Jiang, Jin Liang, Wei Wei

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	17
Issue number	6
DOIs	https://doi.org/10.3934/dcdsb.2012.17.2001
Publication status	Published - Sept 2012

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title = "A fully non-linear PDE problem from pricing CDS with counterparty risk",

author = "Bei Hu and Lishang Jiang and Jin Liang and Wei Wei",

year = "2012",

month = sep,

doi = "10.3934/dcdsb.2012.17.2001",

language = "English",

volume = "17",

journal = "Discrete and Continuous Dynamical Systems - Series B",

issn = "1531-3492",

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T1 - A fully non-linear PDE problem from pricing CDS with counterparty risk

AU - Hu, Bei

AU - Jiang, Lishang

AU - Liang, Jin

AU - Wei, Wei

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U2 - 10.3934/dcdsb.2012.17.2001

DO - 10.3934/dcdsb.2012.17.2001

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JO - Discrete and Continuous Dynamical Systems - Series B

JF - Discrete and Continuous Dynamical Systems - Series B

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