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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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The valuation of convertible bonds with numeraire changes
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 2, 页码: 321-332
Authors:
Zhou, Hai-lin
;
Wang, Shou-yang
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View/Download：49/0
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Submit date：2018/07/30
Convertible bonds
complete market
numeraire changes
closed-form solution
thevaluationofconvertiblebondswithnumerairechanges
期刊论文
actamathematicaeapplicataesinica, 2010, 卷号: 26, 期号: 2, 页码: 321
Authors:
Zhou Hailin
;
Wang Shouyang
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View/Download：60/0
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Submit date：2020/01/10
