An American convert close to maturity (Q3601617)
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scientific article; zbMATH DE number 5506425
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An American convert close to maturity |
scientific article; zbMATH DE number 5506425 |
Statements
11 February 2009
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convertible securities
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asymptotics
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free boundary
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Vasicek model
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CIR model
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0.859843373298645
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0.8452723622322083
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0.7851682305335999
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0.7800818085670471
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