Pricing and Risk Evaluation of Interest Rate Risk and Credit Risk under Regime-Switching Environment
Pricing and Risk Evaluation of Interest Rate Risk and Credit Risk under Regime-Switching Environment
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制度切换环境下利率风险和信用风险的定价与风险评估
DOI:
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发表时间:
2022
期刊:
影响因子:
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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;松尾竜悟,竹原浩太,室町幸雄;竹原浩太;Yukio Muromachi