<p>作者： Szu-Lang Liao&nbsp; ，Hsing-Hua Huang </p><p>文题：Pricing Black-Scholes options with correlated interest rate risk and credit risk: an extension </p><p>期刊：<a title="Click to go to publication home" href="http://www.informaworld.com/smpp/title~content=t713665537~db=all" target="_top">Quantitative Finance</a>, </p><p>卷宗：Volume <a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713665537~db=all~tab=issueslist~branches=5#v5" target="_top"></a><a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713665537~db=all~tab=issueslist~branches=5#v5" target="_top">5</a>, Issue <a title="Click to view issue" href="http://www.informaworld.com/smpp/title~content=g727718351~db=all" target="_top">5 </a>October 2005 , pages 443 - 457 </p>