• martingale pricing method - 引用次数：5

  By employing the martingale pricing method, we valuate and analyze the more complex default coupon-bearing callable convertible bonds with both soft call condition clauses and hard call condition clauses.

  七、针对更为复杂的同时有赎回硬约束和软约束的有信用风险的付息可赎回可转换债券,采用鞅定价法,给出了定价与分析。

  参考来源 - 可转换债券定价与分析研究

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