Arbitrage pricing of defaultable game options with applications to convertible bonds (Q3605239)
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scientific article; zbMATH DE number 5509839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage pricing of defaultable game options with applications to convertible bonds |
scientific article; zbMATH DE number 5509839 |
Statements
Arbitrage pricing of defaultable game options with applications to convertible bonds (English)
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23 February 2009
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defaultable game options
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convertible securities
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convertible bonds
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semimartingale market
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0.827552080154419
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0.8239651918411255
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0.8217790722846985
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0.8054870963096619
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0.7983009219169617
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