A term structure model pf default-free and defaultable interest rates with regime-switching properties: useful tool for risk evaluation
A term structure model pf default-free and defaultable interest rates with regime-switching properties: useful tool for risk evaluation
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具有制度转换特性的无违约和可违约利率的期限结构模型:风险评估的有用工具
DOI:
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发表时间:
2023
期刊:
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通讯作者:
Yukio Muromachi
中科院分区:
文献类型:
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作者:
井関 雄太;三輪 玲佳;杉原 太郎;土方 嘉徳;Yukio Muromachi