A Discrete Time Pricing Model for Convertible Bond under Stochastic Interest Rate

Xin Ting FAN;Zhao Ben FANG

Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (8) : 29-40.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (8) : 29-40. DOI: 10.12011/1000-6788(2002)8-29
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A Discrete Time Pricing Model for Convertible Bond under Stochastic Interest Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2002, 22(8): 29-40 https://doi.org/10.12011/1000-6788(2002)8-29

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