Pricing approach to exotic options and China's convertible bonds

被引:0
|
作者
School of Economics and Management, Tsinghua University, Beijing 100084, China [1 ]
机构
来源
Qinghua Daxue Xuebao | 2007年 / 6卷 / 881-884期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [31] Pricing permanent convertible bonds in EVG model
    Xiao-feng Yang
    Jin-ping Yu
    Wen-li Huang
    Sheng-hong Li
    Applied Mathematics-A Journal of Chinese Universities, 2012, 27 : 268 - 280
  • [32] A finite elements method for pricing Convertible Bonds
    Gong, P
    Zhao, H
    MANAGEMENT SCIENCES AND GLOBAL STRATEGIES IN THE 21ST CENTURY, VOLS 1 AND 2, 2004, : 712 - 719
  • [33] Pricing permanent convertible bonds in EVG model
    YANG Xiaofeng YU Jinping HUANG Wenli LI Shenghong Department of Mathematics Zhejiang University Hangzhou China Department of Mathematics Zhejiang University of Science and Technology Hangzhou China
    AppliedMathematics:AJournalofChineseUniversities(SeriesB), 2012, 27 (03) : 268 - 280
  • [34] Pricing convertible bonds and change of probability measure
    Jia Zhaoli
    Zhang Shuguang
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 26 (06) : 968 - 977
  • [35] Pricing puttable convertible bonds with integral equation approaches
    Zhu, Song-Ping
    Lin, Sha
    Lu, Xiaoping
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2018, 75 (08) : 2757 - 2781
  • [37] On the pricing of exotic options: A new closed-form valuation approach
    Bekiros, Stelios
    Kouloumpou, Dimitra
    CHAOS SOLITONS & FRACTALS, 2019, 122 : 153 - 162
  • [38] Performance of GPU for Pricing Financial Derivatives: Convertible Bonds
    Lyuu, Yuh-Dauh
    Wen, Kuo-Wei
    Wu, Yi-Chun
    JOURNAL OF INFORMATION SCIENCE AND ENGINEERING, 2014, 30 (01) : 141 - 155
  • [39] Dividends Sharing Convertible Bonds Pricing and Numerical Evaluation
    Guo, Xu
    Wang, Haiyang
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2013, 2013
  • [40] Generalization of exotic options pricing formulae
    Li S.-J.
    Li S.-H.
    J Zhejiang Univ: Sci, 2006, 4 (584-590): : 584 - 590