Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603)
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scientific article; zbMATH DE number 7820984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing a resettable convertible bond based on decomposition method and PDE models |
scientific article; zbMATH DE number 7820984 |
Statements
Pricing a resettable convertible bond based on decomposition method and PDE models (English)
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20 March 2024
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resettable convertible bond
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American option
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Black-Scholes equation
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finite difference
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free boundary
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