摘要：
The bond pricing under skew OU process is studied. By function transform, we derive the piecewise OU process is derived, which removes the symmetric local time. Based on the sharpe ratio, the pricing equation is given and the closed-form solution is derived.
张颢严, 芦懿泽, 吴银银.
斜OU过程下的债券定价(英文)
[J]. 南开大学学报（自然科学版）, 2022,(5): 44-.
