【作者(必填)】Weidong Xu, Weijun Xu & Weilin Xiao
【文题(必填)】Pricing black-scholes options with correlated credit risk and jump risk
【年份(必填)】2015
【全文链接或数据库名称(选填)】
http://www.tandfonline.com/doi/abs/10.1080/13504851.2013.875098?journalCode=rael20#.VWvs1NqoPVI
另求下面的一篇论文
Pricing Black-Scholes options with correlated credit risk
http://www.sciencedirect.com/science/article/pii/0378426695000526