Pricing convertible bonds and change of probability measure (Q741859)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing convertible bonds and change of probability measure |
scientific article; zbMATH DE number 6344494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing convertible bonds and change of probability measure |
scientific article; zbMATH DE number 6344494 |
Statements
Pricing convertible bonds and change of probability measure (English)
0 references
15 September 2014
0 references
convertible bonds
0 references
European option
0 references
numeraire changes
0 references
stochastic volatility model
0 references
0 references
0 references
