An analytic formula for pricing American-style convertible bonds in a regime switching model (Q5382671)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7067502
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An analytic formula for pricing American-style convertible bonds in a regime switching model |
scientific article; zbMATH DE number 7067502 |
Statements
An analytic formula for pricing American-style convertible bonds in a regime switching model (English)
0 references
18 June 2019
0 references
convertible bonds
0 references
Markov-modulated geometric Brownian motion
0 references
regime switching
0 references
homotopy analysis method
0 references
0.836582362651825
0 references
0.8330327272415161
0 references
0.8006177544593811
0 references
0.7989131808280945
0 references
0.7689403891563416
0 references
