Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates (Q2799945)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates |
scientific article |
Statements
Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates (English)
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14 April 2016
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convertible bond
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compound option
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default risk
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stochastic interest rate
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