共 50 条
- [12] Fractional Jump-diffusion Pricing Model under Stochastic Interest Rate INFORMATION AND FINANCIAL ENGINEERING, ICIFE 2011, 2011, 12 : 428 - 432
- [17] A tree model for pricing convertible bonds with equity, interest rate, and default risk JOURNAL OF DERIVATIVES, 2007, 14 (04): : 25 - 46
- [18] On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2018, 11 (04):
- [19] Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates 2009 INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, PROCEEDINGS, 2009, : 342 - 345
- [20] Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates DIFFERENCE EQUATIONS, DISCRETE DYNAMICAL SYSTEMS AND APPLICATIONS, 2015, 150 : 167 - 180