Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998): Difference between revisions
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Revision as of 16:54, 5 March 2024
scientific article; zbMATH DE number 6939210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convertible bond valuation in a jump diffusion setting with stochastic interest rates |
scientific article; zbMATH DE number 6939210 |
Statements
Convertible bond valuation in a jump diffusion setting with stochastic interest rates (English)
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19 September 2018
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convertible bonds pricing
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stochastic interest rates
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affine jump diffusion model
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optimal call strategy
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