Pricing permanent convertible bonds in EVG model (Q377906)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6230553
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing permanent convertible bonds in EVG model |
scientific article; zbMATH DE number 6230553 |
Statements
Pricing permanent convertible bonds in EVG model (English)
0 references
19 November 2013
0 references
convertible bond
0 references
call clause
0 references
variance gamma process
0 references
0.8917789
0 references
0.8732736
0 references
0 references
0.85616714
0 references
0.8556164
0 references
0.85543555
0 references
0.8546739
0 references
