信用危机下可违约债券组合风险集成度量: 基于三因子强度定价模型
陈荣达, 李文龙, 何运信, 包薇薇
Integrated risk measurement for defaultable bond portfolio based on three-factors intensity pricing model under credit crisis
CHEN Rong-da, LI Wen-long, HE Yun-xin, BAO Wei-wei
系统工程理论与实践
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2015, (3): 567
-577
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DOI: 10.12011/1000-6788(2015)3-567
