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"Pricing credit spread option with Longstaff-Schwartz and GARCH models in ..."

Rong-Xi Zhou et al. (2015)

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DOI: 10.1007/S11424-015-3147-8

access: closed

type: Journal Article

metadata version: 2020-06-08

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  dblp key:
  - journals/jossac/ZhouDYY15
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  - https://dblp.org/rec/journals/jossac/ZhouDYY15
Rong-Xi Zhou, Sinan Du, Mei Yu, Fengmei Yang:
Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market. J. Syst. Sci. Complex. 28(6): 1363-1373 (2015)

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