Convertible bonds in a defaultable diffusion model (Q2909987)
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scientific article; zbMATH DE number 6078919
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| English | Convertible bonds in a defaultable diffusion model |
scientific article; zbMATH DE number 6078919 |
Statements
Convertible Bonds in a Defaultable Diffusion Model (English)
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7 September 2012
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BSDE
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superhedging
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Markov models
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variational inequalities
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0.8054870963096619
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0.7924824357032776
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0.7923874258995056
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0.7916861176490784
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0.7874467372894287
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