Valuation of convertible bond under uncertain mean-reverting stock model
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
General Computer Science
Link
http://link.springer.com/article/10.1007/s12652-017-0487-3/fulltext.html
Reference49 articles.
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3. Brennan MJ, Schwartz ES (1977) Convertible bonds: valuation and optimal strategies for call and conversion. J Fin 32(5):1699–1715
4. Chen XW, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Mak 9(1):69–81
5. Chen XW (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32–37
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