A Free Boundary Problem for pricing a defaultable restricted callable corporate bonds <ce:cross-ref refid='fn1'> <ce:sup loc='post'>?</ce:sup> </ce:cross-ref> <ce:footnote id='fn1'> <ce:label>?</ce:label> <ce:note-para id='npara0001' view='all'>This work is supported by National Natural Science Foundation of China (No. 11671301)</ce:note-para> </ce:footnote>

Jin Liang; Ying Chen

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This work is supported by National Natural Science Foundation of China (No. 11671301)

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A Free Boundary Problem for pricing a defaultable restricted callable corporate bonds ? ? This work is supported by National Natural Science Foundation of China (No. 11671301)

机译：为可违约的有限可赎回公司债券定价的自由边界问题？ < ce：footnote id =“ fn1”> ？这项工作得到了中国国家自然科学基金（ 11671301）

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In this paper, a free boundary model for pricing a defaultable and restricted callable corporate bonds is proposed. The pricing model is established and it is turns to a free boundary problem. Numerical analysis and example graphs with optimal calling boundaries are presented.

机译：在本文中，提出了一种用于对违约和受限制可赎回公司债券定价的自由边界模型。建立了定价模型，并转向了自由边界问题。给出了具有最佳调用边界的数值分析和示例图。

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《Procedia Computer Science》 |2017年第1期|共6页
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Jin Liang; Ying Chen;
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中图分类计算技术、计算机技术;
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A Free Boundary Problem for pricing a defaultable restricted callable corporate bonds ? ? This work is supported by National Natural Science Foundation of China (No. 11671301)

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