A valuation model for perpetual convertible bonds with Markov regime-switching models

MaRDI QIDQ5324097zbMATH OpenFDO

Authors Na Song, Yue Jiao, Wai-Ki Ching, Tak Kuen Siu, Zhenyu Wu

Publication date 3 August 2009

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15) Portfolio theory (91G10)

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