Author:
Wang Lei,Nie Changhong,Wang Shouyang
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Reference44 articles.
1. Zhou R, Sinan D U, Mei Y U, et al., Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market, Journal of Systems Science & Complexity, 2015, 28(6): 1363–1373.
2. Zhang J, Bi X, Li R, et al., Pricing credit derivatives under fractional stochastic interest rate models with jumps, Journal of Systems Science & Complexity, 2017, 30(3): 1–15.
3. Li J and Wu R, Upper bound for finite-time ruin probability in a Markov-modulated market, Journal of Systems Science & Complexity, 2011, 24(2): 308–316.
4. Gilchrist S, Yankov V, and Zakrajsšsek E, Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets, Journal of Monetary Economics, 2009, 56(4): 471–493.
5. Gilchrist S and Zakrajsšsek E, Credit spreads and business cycle fluctuations, The American Economic Review, 2012, 102(4): 1692–1720.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献