Jiang, Liang; Lin, Hongxi; Lin, Jianwei; Song, Liping Analyzing pricing of convertible bonds with stochastic interest rate model. (Chinese. English summary) Zbl 1438.91153 J. Syst. Eng. 34, No. 1, 57-68 (2019). MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{L. Jiang} et al., J. Syst. Eng. 34, No. 1, 57--68 (2019; Zbl 1438.91153) Full Text: DOI
Jiang, Liang; Lin, Hongxi; Song, Liping Impact analysis of mean reverting function to short term rate model with stochastic volatilities. (Chinese. English summary) Zbl 1424.91151 J. Syst. Eng. 33, No. 5, 662-673 (2018). MSC: 91G30 62P05 PDFBibTeX XMLCite \textit{L. Jiang} et al., J. Syst. Eng. 33, No. 5, 662--673 (2018; Zbl 1424.91151) Full Text: DOI
Lin, Jianwei; Song, Liping Pricing of the corporate debt with capital reorganization and optimal default boundary. (Chinese. English summary) Zbl 1399.91133 J. Syst. Eng. 32, No. 4, 486-498 (2017). MSC: 91G50 90C39 PDFBibTeX XMLCite \textit{J. Lin} and \textit{L. Song}, J. Syst. Eng. 32, No. 4, 486--498 (2017; Zbl 1399.91133) Full Text: DOI