Pricing of Company Bonds with Credit Enhancement Clause Under Stochastic Interest Rate

LIN Jianwei, WANG Zhihuan

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (7) : 1938-1955.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (7) : 1938-1955. DOI: 10.12341/jssms20064

Pricing of Company Bonds with Credit Enhancement Clause Under Stochastic Interest Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(7): 1938-1955 https://doi.org/10.12341/jssms20064

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