Pricing options and convertible bonds based on an actuarial approach

zbMath1299.91146MaRDI QIDQ473970

Lizhao Yan, Jian Liu, Chao-Qun Ma

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Valuing catastrophe bonds involving credit risks ⋮ Valuing convertible bonds based on LSRQM method

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