Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps

Publisher: Cambridge University Press

E-ISSN: 2079-7370|5|3|222-237

ISSN: 2079-7362

Source: East Asian Journal on Applied Mathematics, Vol.5, Iss.3, 2015-09, pp. : 222-237

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract