@article{10_21136_AM_2019_0313_17,
     author = {He, Xin-Jiang and Chen, Wenting},
     title = {An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model},
     journal = {Applications of Mathematics},
     pages = {367--382},
     publisher = {mathdoc},
     volume = {64},
     number = {3},
     year = {2019},
     doi = {10.21136/AM.2019.0313-17},
     mrnumber = {3956178},
     zbl = {07088746},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2019.0313-17/}
}