Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603)

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scientific article; zbMATH DE number 7820984
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Pricing a resettable convertible bond based on decomposition method and PDE models
scientific article; zbMATH DE number 7820984

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    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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