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Mathematical Problems in Engineering
Volume 2014, Article ID 381943, 13 pages
http://dx.doi.org/10.1155/2014/381943
Research Article

Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions

School of Business Administration, South China University of Technology, Guangzhou 510640, China

Received 26 December 2013; Accepted 9 April 2014; Published 19 May 2014

Academic Editor: Fenghua Wen

Copyright © 2014 Wei-Guo Zhang and Ping-Kang Liao. 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.

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