The existing catastrophe bond pricing models are all based on the standard finance theory.
现有的巨灾债券定价模型是基于标准金融理论建立的。
Compared with the traditional models, this model originated from a new thought, and can solve the convertible bond pricing problem under multi-factors and path-dependence.
与传统模型相比，可以更好地解决多因素扰动条件下的可转债定价问题和可转债条款中的路径依赖问题。
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