The pricing of perpetual convertible bond with credit risk (Q551442)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of perpetual convertible bond with credit risk |
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The pricing of perpetual convertible bond with credit risk (English)
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19 July 2011
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convertible bond
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default risk
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optimal stopping problem
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variational inequality
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free boundary
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