天津大学教师个人主页系统杨宝臣 Yang Baochen, Su yunpeng. Model calibration of HJM models based on UKF with application. Personal Profile

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Yang Baochen

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College of Management and Economics

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Selected Papers

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Yang Baochen, Su yunpeng. Model calibration of HJM models based on UKF with application.

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Journal:Journal of management sciences in China, 2010, 13(4): 67-75.

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Pre One: Li Biao, Yang Baochen. Research on warrant pricing based on optimal dynamical interest rate model.