半马氏市道轮换利率期限结构模型——基于最小Tsallis熵鞅测度
柳向东, 王星蕊
Semi-Markov regime switching interest rate term structure models-Based on minimal Tsallis entropy martingale measure
LIU Xiangdong, WANG Xingrui
系统工程理论与实践
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2017, (5): 1136
-1143
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DOI: 10.12011/1000-6788(2017)05-1136-08
