Found 7 Documents (Results 1–7)
Option pricing under default risk based on fractional Ho-Lee stochastic interest rate model. (Chinese. English summary) Zbl 1299.91152
Pricing formulae for European options under the fractional Vasicek interest rate model. (Chinese. English summary) Zbl 1265.91156
A note on “Monte Carlo analysis of convertible bonds with reset clauses”. (A note on “Monte Carlo analysis of convertible bonds with reset clause”.) (English) Zbl 1177.91141
Asset-backed securities pricing under a jump-diffusion model. (Chinese. English summary) Zbl 1199.91233
MSC:
91G20
60J75
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