Pricing convertible bonds and change of probability measure (Q741859)
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scientific article; zbMATH DE number 6344494
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing convertible bonds and change of probability measure |
scientific article; zbMATH DE number 6344494 |
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Pricing convertible bonds and change of probability measure (English)
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15 September 2014
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convertible bonds
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European option
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numeraire changes
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stochastic volatility model
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0.9386302828788756
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0.8419383764266968
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0.8419383764266968
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0.756921648979187
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0.7566142082214355
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