×
模态框(Modal)标题
在这里添加一些文本
关闭
关闭
提交更改
取消
确定并提交
×
模态框(Modal)标题
×
中国科学院数学与系统科学研究院期刊网
Electronic ISSN 1559-7067 Print ISSN 1009-6124
CN 11-4543/O1
Toggle navigation
JSSC
首页
期刊简介
编委会
投稿指南
期刊订阅
下载中心
新闻公告
联系我们
English
Pricing Credit Spread Option with Longstaff-Schwartz and GARCH Models in Chinese Bond Market
ZHOU Rongxi,DU Sinan,YU Mei,YANG Fengmei
Pricing Credit Spread Option with Longstaff-Schwartz and GARCH Models in Chinese Bond Market
ZHOU Rongxi,DU Sinan,YU Mei,YANG Fengmei
Journal of Systems Science and Complexity . 2015, (
6
): 1363 -1373 . DOI: 10.1007/s11424-015-3147-8