scientific article

DOI10.13338/J.ISSN.1006-8341.2015.03.009zbMATH Open1349.91293MaRDI QIDQ2993933

Shuang Fu, Hong Xue

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

zbMATH Keywords

fractional Brownian motiondefault riskjump-diffusion processconvertible bondactuarial approachO-U process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (2)

Title not available (Why is that?) ⋮ A two-factor jump-diffusion model for pricing convertible bonds with default risk

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