scientific article; zbMATH DE number 7071158

DOI10.7631/ISSN.1000-2243.17393zbMath1424.91119MaRDI QIDQ5381528

Jinghai Wang, Fangqing Chen

Publication date: 21 June 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reduced modelVasicek modelconvertible bondconditional mathematical expectationmeasure conversion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

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