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Mathematical Problems in Engineering
Volume 2013, Article ID 676148, 9 pages
http://dx.doi.org/10.1155/2013/676148
Research Article

Pricing Options and Convertible Bonds Based on an Actuarial Approach

1Business School, Hunan University, Changsha 410082, China
2School of Economics and Management, Changsha University of Science and Technology, Changsha 410004, China
3Hunan Normal University Press, Changsha 410081, China

Received 2 September 2013; Accepted 19 October 2013

Academic Editor: Fenghua Wen

Copyright © 2013 Jian Liu 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.

Citations to this Article [4 citations]

The following is the list of published articles that have cited the current article.

  • Zhifeng Liu, Tingting Zhang, and Qiujun Lan, “An Extended SISa Model for Sentiment Contagion,” Discrete Dynamics in Nature and Society, vol. 2014, pp. 1–7, 2014. View at Publisher · View at Google Scholar
  • Jian Liu, Lizhao Yan, and Chaoqun Ma, “Valuing Convertible Bonds Based on LSRQM Method,” Discrete Dynamics in Nature and Society, vol. 2014, pp. 1–9, 2014. View at Publisher · View at Google Scholar
  • Jian Liu, Jihong Xiao, Lizhao Yan, and Fenghua Wen, “Valuing Catastrophe Bonds Involving Credit Risks,” Mathematical Problems in Engineering, vol. 2014, pp. 1–6, 2014. View at Publisher · View at Google Scholar
  • Xu Gong, Zhifang He, Pu Li, and Ning Zhu, “Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps,” Discrete Dynamics in Nature and Society, vol. 2014, pp. 1–10, 2014. View at Publisher · View at Google Scholar