No label defined (Q3073387)
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scientific article; zbMATH DE number 5846309
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|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 5846309 |
Statements
5 February 2011
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jump-diffusion model
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convertible bond
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options
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geometric Brownian motion, pricing formulas
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martingale approach
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0.93060946
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0.9260549
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0.9236163
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0.91666985
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0.91428345
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0.9033399
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0.8936637
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0.8924794
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0.88910794
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0.8882961
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