【摘要】 假设股票价格服从对数正态分布,且股票价格的波动率,无风险利率均为时间的确定性连续函数,利用鞅的方法研究了连续时间下的可分离债券的定价,并得到了可分离债券的定价公式.更多还原

【Abstract】 This paper uses the Martingale method to study the pricing of the bond with attached warrant under the continuous time and obtains pricing formula of the bond with attached warrant,Here supposes that the stock price follows a log-normal distribution,the fluctuating rate of the stock price and the risk-free interest rate all are the definite continuous function of time.更多还原