A free boundary problem arising from pricing convertible bond (Q3553772)
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scientific article; zbMATH DE number 5696686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A free boundary problem arising from pricing convertible bond |
scientific article; zbMATH DE number 5696686 |
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A free boundary problem arising from pricing convertible bond (English)
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21 April 2010
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convertible bond
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American-style
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free boundary
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variational inequality
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0.9453052878379822
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0.8693074584007263
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0.859843373298645
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0.8247621059417725
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0.7962781190872192
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