The valuation of convertible bonds with numeraire changes (Q966534)

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The valuation of convertible bonds with numeraire changes
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    title
    The valuation of convertible bonds with numeraire changes (English)
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    author
    Hai-Lin Zhou
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    Shou-Yang Wang
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    publication date
    23 April 2010
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    Mathematics Subject Classification ID
    91B25
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    91G20
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    91B70
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    zbMATH DE Number
    5700785
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    zbMATH Keywords
    convertible bonds
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    complete market
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    numeraire changes
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    closed-form solution
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