Numerical pricing of CoCo bonds with Parisian trigger feature using the Fortet method (Q4595299)
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scientific article; zbMATH DE number 6813768
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| English | Numerical pricing of CoCo bonds with Parisian trigger feature using the Fortet method |
scientific article; zbMATH DE number 6813768 |
Statements
NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (English)
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29 November 2017
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CoCo bonds
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conversion triggers
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Parisian feature
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Fortet method
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0.865654706954956
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0.8334285020828247
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0.8156859874725342
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0.8058539032936096
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0.803002655506134
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