A Two‐Person Game for Pricing Convertible Bonds (Q5294594)
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scientific article; zbMATH DE number 5174456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Two‐Person Game for Pricing Convertible Bonds |
scientific article; zbMATH DE number 5174456 |
Statements
A Two‐Person Game for Pricing Convertible Bonds (English)
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25 July 2007
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convertible bonds
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optimal stopping
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two-person game
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viscosity solutions
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free boundary
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