A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (Q2828050)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK |
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A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (English)
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24 October 2016
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convertible bonds
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jump-diffusion models
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Chebyshev spectral method
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Clenshaw-Curtis quadrature
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linear complementarity problem
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operator-splitting method
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