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

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+On American Options Under the Variance Gamma Process
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+Portfolio Analysis in a Stable Paretian Market
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+Perpetual convertible bonds in jump-diffusion models
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+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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+Game options
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+The Variance Gamma Process and Option Pricing
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+Simulation of Estimates Using the Empirical Characteristic Function
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+The use and pricing of convertible bonds
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+Q4172681
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