摘要
本文研究了带有信用风险的企业债券的欧式衍生资产的定价方法，建立风险债券与无风险债券期权价格的相互关系。
In this paper, we study tile pricing problem of European call option written on a corporate bond and get a relationship between tile price of such option and that of a call option written on a risk-free bond.
出处
《应用概率统计》
CSCD
北大核心
1999年第1期63-67,共5页
Chinese Journal of Applied Probability and Statistics
基金
NSFC!79790130
