A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A two-factor jump-diffusion model for pricing convertible bonds with default risk |
scientific article; zbMATH DE number 6642662
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A two-factor jump-diffusion model for pricing convertible bonds with default risk |
scientific article; zbMATH DE number 6642662 |
Statements
24 October 2016
0 references
convertible bonds
0 references
jump-diffusion models
0 references
Chebyshev spectral method
0 references
Clenshaw-Curtis quadrature
0 references
linear complementarity problem
0 references
operator-splitting method
0 references
0.9279324
0 references
0.91761875
0 references
0.91635233
0 references
0.91618323
0 references
0.9097829
0 references
0.9088821
0 references
0.90842104
0 references
0.8994682
0 references
A two-factor jump-diffusion model for pricing convertible bonds with default risk (English)
0 references
