Perpetual convertible bonds with credit risk (Q3549304)

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Perpetual convertible bonds with credit risk
scientific article

    Statements

    title
    Perpetual convertible bonds with credit risk (English)
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    author
    Christoph Kühn
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    Kees van Schaik
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    published in
    Stochastics
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    publication date
    22 December 2008
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    zbMATH Keywords
    convertible bonds
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    default risk
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    optimal stopping problems
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    free-boundary problems
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60G40
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    91B30
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    62L15
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    zbMATH DE Number
    5480655
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