Pricing permanent convertible bonds in EVG model (Q377906)
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scientific article; zbMATH DE number 6230553
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing permanent convertible bonds in EVG model |
scientific article; zbMATH DE number 6230553 |
Statements
Pricing permanent convertible bonds in EVG model (English)
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19 November 2013
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convertible bond
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call clause
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variance gamma process
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0.8917789
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0.8732736
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0.85616714
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0.8556164
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0.85543555
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0.8546739
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