Convertible bond pricing with partial integro-differential equation model (Q1997146)
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scientific article; zbMATH DE number 7316255
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| English | Convertible bond pricing with partial integro-differential equation model |
scientific article; zbMATH DE number 7316255 |
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Convertible bond pricing with partial integro-differential equation model (English)
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1 March 2021
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convertible bond
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exponential variance gamma model
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geometric Brownian motion
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partial integro-differential equation
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