Pricing permanent convertible bonds in EVG model (Q377906): Difference between revisions
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| Property / author: Wen-li Huang / rank | |||
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| Property / author: Xiao-Feng Yang / rank | |||
Revision as of 11:39, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing permanent convertible bonds in EVG model |
scientific article |
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Pricing permanent convertible bonds in EVG model (English)
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19 November 2013
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convertible bond
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call clause
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variance gamma process
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