Longstaff利率下巨灾债券定价的一种FFT方法——基于广东省1989~2015台风数据的实证分析
马宗刚,郑军,黄金波,袁鲲
An FFT Method for Pricing Catastrophe Bonds with the Longstaff Interest Model Based on Guangdong Province’s Data
MA Zong-gang, ZHENG Jun, HUANG Jin-bo,YUAN Kun
运筹与管理
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2018, (11): 147
-156
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DOI: 10.12005/orms.2018.0267
