Language
中文
Mobile

Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Regime switching in risk premium dynamics of SHIBOR. Journal of Systems Engineering, 2012, 27(2): 201-207. (in Chinese)

Hits:

All the Authors:YANG Baochen, SU Yunpeng

First Author:YANG Baochen

Correspondence Author:SU Yunpeng

Translation or Not:no

CN No.:null

Pre One:Model calibration of HJM models based on UKF with application.

Next One:Generalized Heath-Jarrow-Morton Model with Stochastic Volatility and Correlated Factors.

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

Click: / The Last Update Time:--