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

An empirical study on volatility structure of the defaultable bond market under defaultable HJM framework with stochastic volatility

Hits:

Journal:Journal of Management Science

All the Authors:SU Yunpeng, YANG Baochen

First Author:SU Yunpeng

Correspondence Author:YANG Baochen

Volume:28

Issue:1

Page Number:122-132

Translation or Not:no

CN No.:null