@article{10_1007_s10492_013_0036_0, author = {Wang, Anjiao and Ye, Zhongxing}, title = {The pricing of credit risky securities under stochastic interest rate model with default correlation}, journal = {Applications of Mathematics}, pages = {703--727}, publisher = {mathdoc}, volume = {58}, number = {6}, year = {2013}, doi = {10.1007/s10492-013-0036-0}, mrnumber = {3162756}, zbl = {06312923}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0036-0/} }