%0 Journal Article
%A He, Xin-Jiang
%A Chen, Wenting
%T An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model
%J Applications of Mathematics
%D 2019
%P 367-382
%V 64
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.2019.0313-17/
%R 10.21136/AM.2019.0313-17
%G en
%F 10_21136_AM_2019_0313_17