PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447)
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scientific article; zbMATH DE number 5045377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY |
scientific article; zbMATH DE number 5045377 |
Statements
PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (English)
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14 August 2006
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call notice period
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call premium
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convertible bond
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delayed calls
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equity-linked default
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stochastic interest rates
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volatility uncertainty
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0.7748574018478394
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0.7690481543540955
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0.7638099789619446
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0.7601114511489868
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