Term structure model of corporate bond credit spread based on affine processes

ZHOU Rong-xi, YANG Jie, YANG Feng-mei

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3061-3067. DOI: 10.12011/1000-6788(2013)12-3061

Term structure model of corporate bond credit spread based on affine processes

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