Perpetual convertible bonds in jump-diffusion models (Q5696311)
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scientific article; zbMATH DE number 2215491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual convertible bonds in jump-diffusion models |
scientific article; zbMATH DE number 2215491 |
Statements
Perpetual convertible bonds in jump-diffusion models (English)
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18 October 2005
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integro-differential free-boundary problem
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continuous and smooth fit
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Itô-Tanaka-Meyer formula
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optimal stopping game
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