摘要
Thechangesofnumerairecanbeusedasaverypowerfultoolinpricingcontingentclaimsinthecontextofacompletemarket.Byusingthemethodofnumerairechangestoevaluateconvertiblebondswhenthevalueoffirm,andthoseofzero-couponbondsfollowgeneraladaptedstochasticprocessesinthispaper,usingItotheoremandGisanovtheorem.Aclosed-formsolutionisderivedunderthestochasticvolatilitybyusingfastFouriertransforms.
出版日期
2013年06月16日（中国Betway体育网页登陆平台首次上网日期，不代表论文的发表时间）
