%0 Journal Article
%T The Pricing Theory of Convertible Bonds with the Conversion Clause at Maturity Considering the Risk of Default<br>可转换债券的定价理论(Ⅰ)——违约风险下到期日实施转股条款的转债问题
%A LI Shao-hua
%A REN Xue-min
%A <br>李少华
%A 任学敏
%J 系统工程理论与实践
%D 2004
%I 
%X Using the method of partial differential equation(PDE) and working in the framework of black-scholes, in this paper, we find formula to price convertible bond with the fixed conversion clauses.
%K convertible bond
%K stochastic interest rate
%K price<br>可转换债券
%K 随机利率
%K 定价
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=27DC277555DC5518&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=5D311CA918CA9A03&sid=13553B2D12F347E8&eid=C5154311167311FE&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=6