In this paper, we study tile pricing problem of European call option written on a corporate bond and get a relationship between tile price of such option and that of a call option written on a risk-free bond.
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- 本文研究了帶有信用風(fēng)險的企業(yè)債券的歐式衍生資產(chǎn)的定價(jià)方法，建立風(fēng)險債券與無(wú)風(fēng)險債券期權價(jià)格的相互關(guān)系。
