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

LIN Jianwei, WANG Zhihuan

Journal of System Science and Mathematical Science Chinese Series ›› 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 System Science and Mathematical Science Chinese Series ›› 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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