天津大学教师个人主页系统杨宝臣 Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique. Personal Profile

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Yang Baochen

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College of Management and Economics

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Yang Baochen, Li Biao. Empirical study of three factor HJM model based on forward rate decomposition technique.

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Journal:Journal of management sciences in China, 2008, 11(6): 112-121.

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Pre One:Yang baochen, Su Yunpeng. Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.

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