Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122821344 / rank
 
Normal rank

Revision as of 01:27, 20 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)
    0 references
    0 references
    0 references
    19 September 2018
    0 references
    convertible bonds pricing
    0 references
    stochastic interest rates
    0 references
    affine jump diffusion model
    0 references
    optimal call strategy
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references