The Martingle Pricing for Warrant Bonds under Stochastic Interest Rate

ZHU Dan

Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (1) : 265-271.

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PDF(343 KB)
Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (1) : 265-271. DOI: 10.12387/C2011027
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The Martingle Pricing for Warrant Bonds under Stochastic Interest Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2011, 34(1): 265-271 https://doi.org/10.12387/C2011027

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