利率期限结构的三因子高斯动态模型及应用
罗孝玲, 黄玲英, 陈晓红
Three-factor Gaussian Dynamic Model for Term Structure of Interest Rate: An Application to the SHIBOR Market
LUO Xiao-ling, HUANG Ling-ying, CHEN Xiao-hong
中国管理科学
.
2015, (5): 7
-13
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DOI: 10.16381/j.cnki.issn1003-207x.2015.05.002
