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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 270467, 8 pages
http://dx.doi.org/10.1155/2013/270467
Research Article

Binary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest Rates

1School of Business, Central South University, Changsha, Hunan 410083, China
2School of Economics & Management, Changsha University of Science & Technology, Changsha 410004, China

Received 18 January 2013; Accepted 21 March 2013

Academic Editor: Chuangxia Huang

Copyright © 2013 Jianbo Huang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Jianbo Huang, Jian Liu, and Yulei Rao, “Binary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest Rates,” Abstract and Applied Analysis, vol. 2013, Article ID 270467, 8 pages, 2013. doi:10.1155/2013/270467