Convertible Bonds in a Defaultable Diffusion Model (Q2909987): Difference between revisions
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Latest revision as of 01:13, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convertible Bonds in a Defaultable Diffusion Model |
scientific article |
Statements
Convertible Bonds in a Defaultable Diffusion Model (English)
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7 September 2012
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BSDE
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superhedging
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Markov models
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variational inequalities
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