中国科学院数学与系统科学研究院期刊网
PRICING OF LIBOR FUTURES BY MARTINGALE METHOD IN COX-INGERSOLL-ROSS MODEL
Ping LI;Peng SHI;Guangdong HUANG;Xiaojun SHI
PRICING OF LIBOR FUTURES BY MARTINGALE METHOD IN COX-INGERSOLL-ROSS MODEL
Ping LI;Peng SHI;Guangdong HUANG;Xiaojun SHI
Journal of Systems Science and Complexity . 2010, (2): 261 -269 .  DOI: 10.1007/s11424-010-6042-3