Pricing of perpetual convertible bonds with credit risk under a framework of reduced form (Q3014484)
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scientific article; zbMATH DE number 5926260
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| English | Pricing of perpetual convertible bonds with credit risk under a framework of reduced form |
scientific article; zbMATH DE number 5926260 |
Statements
19 July 2011
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credit risk
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default rate
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convertible bond
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variational inequality
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free boundary
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0.8844571709632874
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0.8618570566177368
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0.8576856255531311
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0.8421159386634827
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0.8254128098487854
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