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Pricing puttable convertible bonds with integral equation approaches - MaRDI portal

Pricing puttable convertible bonds with integral equation approaches (Q1999664)

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scientific article; zbMATH DE number 7074086
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English
Pricing puttable convertible bonds with integral equation approaches
scientific article; zbMATH DE number 7074086

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    Pricing puttable convertible bonds with integral equation approaches (English)
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    27 June 2019
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    puttable convertible bond
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    Fourier transform
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    integral equation approach
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