混合模型下具有动态违约边界的债券定价

潘坚, 肖庆宪

Pricing Corporate Bond with Dynamic Default Barrier Based on a Hybrid Model

PAN Jian; XIAO Qingxian

应用概率统计 . 2019, (1): 28 -38 . DOI: 10.3969/j.issn.1001-4268.2019.01.002