Pricing model of convertible bonds with default risk in a generic Levy process

YANG Li-hong;LAN Yan-shu;CAO Xian-bing

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (12) : 2184-2189.

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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 ›› 2010, Vol. 30 ›› Issue (12) : 2184-2189. DOI: 10.12011/1000-6788(2010)12-2184
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Pricing model of convertible bonds with default risk in a generic Levy process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2010, 30(12): 2184-2189 https://doi.org/10.12011/1000-6788(2010)12-2184

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