A study of bond spreads based on the stochastic volatility model of the term structure of interest rates

ZHOU RongXi;LIU WenYu;NIU WeiNing

Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (3) : 129-133.

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Journal of Beijing University of Chemical Technology ›› 2011, Vol. 38 ›› Issue (3) : 129-133.
管理与数理科学

A study of bond spreads based on the stochastic volatility model of the term structure of interest rates

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