Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis (Q2057029)
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scientific article; zbMATH DE number 7440976
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis |
scientific article; zbMATH DE number 7440976 |
Statements
Dynkin game for callable-puttable convertible bonds: the valuation and sensitivity analysis (English)
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8 December 2021
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callable-puttable convertible bond
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doubly reflected BSDE
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Dynkin game
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parabolic PDE
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sensitivity analysis
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0.8428866267204285
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0.8064699769020081
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0.7556180953979492
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0.7477967739105225
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