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Convertible bond valuation with regime switching - MaRDI portal

Convertible bond valuation with regime switching (Q2145547)

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Convertible bond valuation with regime switching
scientific article

    Statements

    title
    Convertible bond valuation with regime switching (English)
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    author
    Byung-June Kim
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    Bong-Gyu Jang
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    publication date
    17 June 2022
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    zbMATH Keywords
    option pricing
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    convertible bond
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    regime switching
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    exchange option
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    60H30
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    60J27
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    zbMATH DE Number
    7544106
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    OpenAlex ID
    W3193177333
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