Pricing Normal Bonds in a Stochastic Model with Cross- Over Maturity to a Pandemic Period

• 1Sulaiman Sani

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  Author

• Siphelele Lushaba

  English

  Author

The current research presents an Ito form for conventional bond trading in which the maturity periods
overlap with the COVID-19 pandemic era. Path reversals corresponding to their canonical routes are shown to
occur in normal bonds during this time. Additionally, the criteria that were used to get this astonishing outcome
are laid forth. One important thing that bondholders should do is pass regulations that allow for variable pricing.
This will help the issuer stay afloat during the current COVID-19 epidemic by following the opposite route that
this research found.

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