The valuation of callable-puttable reverse convertible bonds (Q3566766)
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scientific article; zbMATH DE number 5719297
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| default for all languages | No label defined |
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| English | The valuation of callable-puttable reverse convertible bonds |
scientific article; zbMATH DE number 5719297 |
Statements
THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (English)
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10 June 2010
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reverse convertible bonds
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optimal stopping
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optimal boundaries
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puttable security
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0.8064699769020081
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0.7617489695549011
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0.7476446032524109
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