ANALYTIC PRICING OF CoCo BONDS (Q5357518)
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scientific article; zbMATH DE number 6773516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTIC PRICING OF CoCo BONDS |
scientific article; zbMATH DE number 6773516 |
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ANALYTIC PRICING OF CoCo BONDS (English)
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8 September 2017
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contingent convertible bond
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coco bond
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jump-diffusion process
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closed-form analytic solution
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asymptotic expansion
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perturbation analysis
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equity-credit hybrid
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