广义互换市场模型下与CMS利差挂钩的可赎回区间应计债券的估值
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
International Review of Financial Analysis · 2023
被引 0
ABS 3
- Jie-Cao He 通讯
- Chang-Chieh Hsieh
- Ziwei Huang
- Shih‐Kuei Lin
金融经济学固定收益证券衍生品定价利率模型