Pages that link to "Item:Q5372021"

The following pages link to Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021):

Displaying 9 items.

• Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
• A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
• Convertible bond pricing with default risk in fractional jump-diffusion O-U process (Q2993933) (← links)
• (Q3073387) (← links)
• Analysis of Convertible Bond Value Based on Integration of Support Vector Machine and Copula Function (Q3102905) (← links)
• Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
• (Q4996772) (← links)
• Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
• (Q5382378) (← links)