Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021)
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scientific article; zbMATH DE number 6796998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps |
scientific article; zbMATH DE number 6796998 |
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Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (English)
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23 October 2017
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mixed fractional Brownian motion
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Poisson jump
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convertible bond
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empirical study
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