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

PAN Jian; XIAO Qingxian

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2019, Vol. 35 ›› Issue (1) : 28-38. DOI: 10.3969/j.issn.1001-4268.2019.01.002
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Pricing Corporate Bond with Dynamic Default Barrier Based on a Hybrid Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2019, 35(1): 28-38 https://doi.org/10.3969/j.issn.1001-4268.2019.01.002

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