Binary tree pricing to convertible bonds with credit risk under stochastic interest rates
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Publication:369835
DOI10.1155/2013/270467zbMath1273.91437WikidataQ58915754 ScholiaQ58915754MaRDI QIDQ369835
Jian Liu, Yulei Rao, Jianbo Huang
Publication date: 19 September 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/270467
91G20: Derivative securities (option pricing, hedging, etc.)
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