No label defined (Q5431202)
From MaRDI portal
scientific article; zbMATH DE number 5218723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5218723 |
Statements
7 December 2007
0 references
convertible bond
0 references
Lévy processes
0 references
American put
0 references
exchange option
0 references
double exponential jump diffusion model
0 references
