The Application of Martingale Analysis under Periodic Dividends  for the n-Factor Pricing of Convertible Bonds

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The Application of Martingale Analysis under Periodic Dividends for the n-Factor Pricing of Convertible Bonds

更新时间：2026-07-10

- The Application of Martingale Analysis under Periodic Dividends for the n-Factor Pricing of Convertible Bonds
- Vol. 13, Issue 2, Pages: 123-127(2008)
- 作者机构：
  
  [1]哈尔滨理工大学应用科学学院,黑龙江,哈尔滨,150080
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2008
- 稿件说明：
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YU Ping, KONG Fan-liang. The Application of Martingale Analysis under Periodic Dividends for the n-Factor Pricing of Convertible Bonds[J]. 2008, 13(2): 123-127.
DOI：

YU Ping, KONG Fan-liang. The Application of Martingale Analysis under Periodic Dividends for the n-Factor Pricing of Convertible Bonds[J]. 2008, 13(2): 123-127. DOI：

摘　　要：针对较为复杂的股票产品，利用鞅测度和随机分析的方法给出了附有回购条款的可转换债券多因素定价模型，并结合市场分红的实际情况，探讨了在周期付红利下n-因子可转换债券的鞅定价。且给出了价格公式．

This paper

to more complicated stock product

makes use of martingale measure and the method of stochastic analyse

gives the mult-factor pricing model of convertible bonds with redeemable clauses

combines the actual circumstance of market disburses dividends

discusses the martingale pricing of n - factor convertible bonds with periodic dividends

and induces the pricing formula.

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