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

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

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3061-3067.

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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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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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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(12): 3061-3067 https://doi.org/10.12011/1000-6788(2013)12-3061

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