Pricing resettable convertible bonds using an integral equation approach (Q5000461)

From MaRDI portal





scientific article; zbMATH DE number 7371184
Language Label Description Also known as
default for all languages
No label defined
    English
    Pricing resettable convertible bonds using an integral equation approach
    scientific article; zbMATH DE number 7371184

      Statements

      Pricing resettable convertible bonds using an integral equation approach (English)
      0 references
      0 references
      0 references
      13 July 2021
      0 references
      resettable convertible bond
      0 references
      American-style
      0 references
      integral equation
      0 references
      Fourier transform
      0 references

      Identifiers