Perpetual Convertible Bonds (Q4652526)

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scientific article; zbMATH DE number 2139068
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English
Perpetual Convertible Bonds
scientific article; zbMATH DE number 2139068

    Statements

    title
    Perpetual Convertible Bonds (English)
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    author
    Mihai Sîrbu
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    Igor Pikovsky
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    Steven E. Shreve
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    publication date
    28 February 2005
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    zbMATH Keywords
    convertible bonds
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    stochastic calculus
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G44
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    60H10
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    60H30
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    34B05
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    49L25
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    zbMATH DE Number
    2139068
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