CB--time dependent Markov model for pricing convertible bonds (Q1012208)
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scientific article; zbMATH DE number 5543881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CB--time dependent Markov model for pricing convertible bonds |
scientific article; zbMATH DE number 5543881 |
Statements
CB--time dependent Markov model for pricing convertible bonds (English)
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15 April 2009
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convertible bonds
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correlation structure
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random cash-flow discount function
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time-dependent Markov model
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