Pricing convertible bonds and change of probability measure.

Zhaoli Jia Shuguang Zhang

Published in: J. Syst. Sci. Complex. (2013)

Keyphrases

convertible bonds
probability measure
pricing model
financial crisis
probabilistic model
probability distribution
hilbert space
black scholes
supply chain
credit risk
bayesian networks
support vector
hamming distance
real option
bi level