{"title":"正常债券到期日与流行病期交叉时的随机定价模型","authors":"S. Sani, Siphelele Lushaba","doi":"10.3844/jmssp.2023.13.19","DOIUrl":null,"url":null,"abstract":": In this study, Ito form for normal bonds trading where maturity periods cross over to COVID-19 pandemic period is presented. It is shown that normal bonds in this period experience path reversals respective to their canonical paths. The criterion used in arriving at this striking result is also presented. As a key recommendation, it is necessary that bondholders enact flexible pricing laws that strengthen the issuer to continue trading in the present COVID-19 pandemic time through the reverse path identified in this study.","PeriodicalId":41981,"journal":{"name":"Jordan Journal of Mathematics and Statistics","volume":"5 1","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic Model for Pricing Normal Bonds when Maturity Periods Cross Over to Pandemic Period\",\"authors\":\"S. Sani, Siphelele Lushaba\",\"doi\":\"10.3844/jmssp.2023.13.19\",\"DOIUrl\":null,\"url\":null,\"abstract\":\": In this study, Ito form for normal bonds trading where maturity periods cross over to COVID-19 pandemic period is presented. It is shown that normal bonds in this period experience path reversals respective to their canonical paths. The criterion used in arriving at this striking result is also presented. As a key recommendation, it is necessary that bondholders enact flexible pricing laws that strengthen the issuer to continue trading in the present COVID-19 pandemic time through the reverse path identified in this study.\",\"PeriodicalId\":41981,\"journal\":{\"name\":\"Jordan Journal of Mathematics and Statistics\",\"volume\":\"5 1\",\"pages\":\"\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jordan Journal of Mathematics and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3844/jmssp.2023.13.19\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jordan Journal of Mathematics and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3844/jmssp.2023.13.19","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
Stochastic Model for Pricing Normal Bonds when Maturity Periods Cross Over to Pandemic Period
: In this study, Ito form for normal bonds trading where maturity periods cross over to COVID-19 pandemic period is presented. It is shown that normal bonds in this period experience path reversals respective to their canonical paths. The criterion used in arriving at this striking result is also presented. As a key recommendation, it is necessary that bondholders enact flexible pricing laws that strengthen the issuer to continue trading in the present COVID-19 pandemic time through the reverse path identified in this study.
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