基于Copula的两因子Vasicek利率模型实证研究

基于Copula的两因子Vasicek利率模型实证研究

吴恒煜, 陈鹏, 严武, 吕江林

Empirical Research of Two Factors Vasicek Model Based on Copula

WU Heng-Yu, CHEN Peng, YAN Wu, LV Jiang-Lin

J4 . 2010, (10): 1529 .