Interest rate risk measure model under the multi-factor HJM framework

LI Jing-jing, YANG Bao-chen, SU Yun-peng

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (11) : 2783-2790.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (11) : 2783-2790. DOI: 10.12011/1000-6788(2014)11-2783

Interest rate risk measure model under the multi-factor HJM framework

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(11): 2783-2790 https://doi.org/10.12011/1000-6788(2014)11-2783

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