A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes (Q5051975)
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scientific article; zbMATH DE number 7620641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes |
scientific article; zbMATH DE number 7620641 |
Statements
A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes (English)
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18 November 2022
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intertemporal exercise
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convertible bond
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executive/employee stock option
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state-transition forest
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Bellman equation
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