Pages that link to "Item:Q1999664"
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The following pages link to Pricing puttable convertible bonds with integral equation approaches (Q1999664):
Displaying 4 items.
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
