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Mathematical Problems in Engineering
Volume 2017, Article ID 5171470, 13 pages
https://doi.org/10.1155/2017/5171470
Research Article

First-Passage Time Model Driven by Lévy Process for Pricing CoCos

Department of Finance, Beihang University, Beijing 100191, China

Correspondence should be addressed to Xiaoshan Su; nc.ude.aaub@nahsoaixus

Received 26 July 2016; Accepted 12 December 2016; Published 11 January 2017

Academic Editor: Jean J. Loiseau

Copyright © 2017 Xiaoshan Su and Manying Bai. 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

Xiaoshan Su and Manying Bai, “First-Passage Time Model Driven by Lévy Process for Pricing CoCos,” Mathematical Problems in Engineering, vol. 2017, Article ID 5171470, 13 pages, 2017. https://doi.org/10.1155/2017/5171470.