【作者(必填)】Chenxi Fan a, Xingguo Luo b, Qingbiao Wu a
【文题(必填)】Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market

【年份(必填)】2017

【全文链接或数据库名称(选填)】如需批量上传资料发帖，请点击上方的批量上传发帖按钮https://www.sciencedirect.com/sc ... i/S1059056016300223