Quantitative Risk Assessment in Financial Derivatives: A Stochastic Volatility Framework for Credit Default Swaps. gjstudies, [S. l.], v. 1, n. 1, p. 7, 2024. Disponível em: https://gjrstudies.org/index.php/gjstudies/article/view/89.. Acesso em: 28 jan. 2026.