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THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS - MaRDI portal

THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (Q3566766)

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THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS
scientific article

    Statements

    title
    THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (English)
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    author
    Kyoko Yagi
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    Katsushige Sawaki
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    publication date
    10 June 2010
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    zbMATH Keywords
    reverse convertible bonds
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    optimal stopping
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    optimal boundaries
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    puttable security
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    Identifiers

    zbMATH DE Number
    5719297
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