@article{pricingvulnerableoptionsinahybridcredit,
  title = {Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes},
  author = {Gechun Liang and Xingchun Wang},
  year = {2020},
  eprint = {2001.09443},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.09443v2},
}