Valuing Convertible Bonds Under a Markov Skeleton Process

JIA Zhaoli, ZHANG Fan, ZHANG Shuguang

Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (3) : 396-405.

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PDF(418 KB)
Acta Mathematicae Applicatae Sinica ›› 2015, Vol. 38 ›› Issue (3) : 396-405. DOI: 10.12387/C2015037

Valuing Convertible Bonds Under a Markov Skeleton Process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2015, 38(3): 396-405 https://doi.org/10.12387/C2015037

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