NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (Q4595299)
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scientific article; zbMATH DE number 6813768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD |
scientific article; zbMATH DE number 6813768 |
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NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (English)
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29 November 2017
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CoCo bonds
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conversion triggers
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Parisian feature
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Fortet method
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