scientific article; zbMATH DE number 5846023

MaRDI QIDQ3073024zbMATH OpenFDO

Authors Junmo Guo, Shiyin Li, Sujuan Pan

Publication date 5 February 2011

zbMATH Keywords

bond-pricingdiscount bondprice levelstandard Wiener process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cited in

(7)

• ON THE FOUR-PARAMETER BOND PRICING MODEL
• A Hybrid Model for Pricing and Hedging of Long-dated Bonds
• COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS
• ANALYTIC PRICING OF CoCo BONDS
• scientific article; zbMATH DE number 6290829 (Why is no real title available?)
• scientific article; zbMATH DE number 5026335 (Why is no real title available?)
• scientific article; zbMATH DE number 5044694 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3073024)