THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (Q3566766)

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THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS
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    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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