Pricing permanent convertible bonds in EVG model (Q377906): Difference between revisions

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+Wen-li Huang
@@ Property / author: Wen-li Huang / rank @@
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@@ Property / author @@
+Sheng-Hong Li
@@ Property / author: Sheng-Hong Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-012-2683-4
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@@ Property / OpenAlex ID @@
+W2086862330
@@ Property / OpenAlex ID: W2086862330 / rank @@
+Normal rank
@@ Property / cites work @@
+On American Options Under the Variance Gamma Process
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@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Perpetual convertible bonds in jump-diffusion models
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@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing American Options by Simulation: A Simple Least-Squares Approach
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation of Estimates Using the Empirical Characteristic Function
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@@ Property / cites work @@
+The use and pricing of convertible bonds
@@ Property / cites work: The use and pricing of convertible bonds / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank