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Abstract:
在股票价格、公司价值均服从分数布朗运动,市场利率服从Hull-White利率模型下,利用保险精算定价方法,得到了带违约风险且有红利支付的可转换债券定价模型.
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宁德师范学院学报(自然科学版)
ISSN: 2095-2481
CN: 35-1311/N
Year: 2016
Issue: 02
Volume: 28
Page: 113-118
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 3
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