TY  - JOUR
AU  - He, Xin-Jiang
AU  - Chen, Wenting
TI  - An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model
JO  - Applications of Mathematics
PY  - 2019
SP  - 367
EP  - 382
VL  - 64
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.2019.0313-17/
DO  - 10.21136/AM.2019.0313-17
LA  - en
ID  - 10_21136_AM_2019_0313_17
ER  -