The valuation of convertible bonds with numeraire changes (Q966534): Difference between revisions
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Revision as of 21:53, 12 February 2024
scientific article
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English | The valuation of convertible bonds with numeraire changes |
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The valuation of convertible bonds with numeraire changes (English)
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23 April 2010
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convertible bonds
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complete market
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numeraire changes
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closed-form solution
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