Convertible bond pricing in a mixed fractional Brownian motion environment

YOU Zuowei, LIU Shancun, ZHANG Qiang

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (4) : 843-854.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (4) : 843-854. DOI: 10.12011/1000-6788(2017)04-0843-12

Convertible bond pricing in a mixed fractional Brownian motion environment

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(4): 843-854 https://doi.org/10.12011/1000-6788(2017)04-0843-12

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