The valuation of convertible bonds with numeraire changes (Q966534)
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scientific article; zbMATH DE number 5700785
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| English | The valuation of convertible bonds with numeraire changes |
scientific article; zbMATH DE number 5700785 |
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The valuation of convertible bonds with numeraire changes (English)
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23 April 2010
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convertible bonds
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complete market
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numeraire changes
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closed-form solution
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0.9386302828788756
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0.7915658950805664
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0.7915658950805664
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0.7690923810005188
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0.7592480778694153
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