Pricing convertible bonds and change of probability measure (Q741859)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing convertible bonds and change of probability measure |
scientific article |
Statements
Pricing convertible bonds and change of probability measure (English)
0 references
15 September 2014
0 references
convertible bonds
0 references
European option
0 references
numeraire changes
0 references
stochastic volatility model
0 references
0 references
0 references
