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Journal article [1]
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2018 [1]
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英語English [1]
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QUANTITATIVE FIN... [1]
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Bond and option pricing for interest rate model with clustering effects
Journal article
Zhang, Xin, Xiong, Jie, Shen, Yang. Bond and option pricing for interest rate model with clustering effects[J]. QUANTITATIVE FINANCE, 2018, 18(6), 969-981.
Authors:
Zhang, Xin
;
Xiong, Jie
;
Shen, Yang
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TC[WOS]:
6
TC[Scopus]:
6
IF:
1.5
/
2.2
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Submit date：2018/10/30
Interest Rate Modelling
Marked Point Process
Hawkes Processes
Bond Pricing
Bond Option
