Pricing convertible bonds and change of probability measure (Q741859): Difference between revisions
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Revision as of 02:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing convertible bonds and change of probability measure |
scientific article |
Statements
Pricing convertible bonds and change of probability measure (English)
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15 September 2014
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convertible bonds
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European option
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numeraire changes
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stochastic volatility model
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