Notice of Retraction: The PIDE pricing model of interest rate swap with default risk under Variance Gamma process

Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo

Open source

DOI
10.1109/iccsit.2010.5564827
Published
2010-07
Container
2010 3rd International Conference on Computer Science and Information Technology
Publisher
IEEE
Open access
unknown

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BibTeX

@article{allodium:10.1109/iccsit.2010.5564827,
  title = {Notice of Retraction: The PIDE pricing model of interest rate swap with default risk under Variance Gamma process},
  author = {Xiaofeng Yang and Jinping Yu and Shenghong Li and Albert Jerry Cristoforo},
  year = {2010},
  journal = {2010 3rd International Conference on Computer Science and Information Technology},
  doi = {10.1109/iccsit.2010.5564827},
  url = {https://doi.org/10.1109/iccsit.2010.5564827}
}

RIS

TY  - JOUR
TI  - Notice of Retraction: The PIDE pricing model of interest rate swap with default risk under Variance Gamma process
AU  - Xiaofeng Yang
AU  - Jinping Yu
AU  - Shenghong Li
AU  - Albert Jerry Cristoforo
PY  - 2010
JO  - 2010 3rd International Conference on Computer Science and Information Technology
DO  - 10.1109/iccsit.2010.5564827
UR  - https://doi.org/10.1109/iccsit.2010.5564827
ER  - 

APA

Yang, X., Yu, J., Li, S., & Cristoforo, A. J. (2010). Notice of Retraction: The PIDE pricing model of interest rate swap with default risk under Variance Gamma process. 2010 3rd International Conference on Computer Science and Information Technology. https://doi.org/10.1109/iccsit.2010.5564827

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