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Free boundary problem concerning pricing convertible bond - MaRDI portal

Free boundary problem concerning pricing convertible bond (Q3005118)

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Free boundary problem concerning pricing convertible bond
scientific article

    Statements

    title
    Free boundary problem concerning pricing convertible bond (English)
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    author
    Zhou Yang
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    Fa-huai Yi
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    publication date
    7 June 2011
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    zbMATH Keywords
    convertible bond
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    American-style
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    free boundary
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    variational inequality
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    91G20
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    35R35
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    35K86
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    35B45
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    35B65
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    35B30
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    zbMATH DE Number
    5904587
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    OpenAlex ID
    W2124693618
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    DOI
    10.1002/MMA.1420
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