中国科学院数学与系统科学研究院期刊网
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