Pricing resettable convertible bonds using an integral equation approach (Q5000461)
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scientific article; zbMATH DE number 7371184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing resettable convertible bonds using an integral equation approach |
scientific article; zbMATH DE number 7371184 |
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Pricing resettable convertible bonds using an integral equation approach (English)
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13 July 2021
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resettable convertible bond
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American-style
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integral equation
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Fourier transform
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