Perpetual convertible bonds with credit risk (Q3549304): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442500802263888 / rank | |||
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| Property / OpenAlex ID: W2170861161 / rank | |||
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| Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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| Property / cites work: Perpetual convertible bonds in jump-diffusion models / rank | |||
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| Property / cites work: A change-of-variable formula with local time on curves / rank | |||
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| Property / cites work: Perpetual Convertible Bonds / rank | |||
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| Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank | |||
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Latest revision as of 22:06, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual convertible bonds with credit risk |
scientific article |
Statements
Perpetual convertible bonds with credit risk (English)
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22 December 2008
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convertible bonds
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default risk
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optimal stopping problems
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free-boundary problems
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