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Shengjie Yue
Shengjie Yue
Hunan University of Technology
Counterparty
default risk
power exchange
Interest rate
Econometrics
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Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate
2021
Communications in Statistics-theory and Methods
Shengjie Yue
Chaoqun Ma
Xinwei Zhao
Chao Deng
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