Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market
Crossref DOI link: https://doi.org/10.1007/s11424-015-3147-8
Published Online: 2015-06-06
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Rongxi
Du, Sinan
Yu, Mei
Yang, Fengmei
Text and Data Mining valid from 2015-06-06