The valuation of convertible bonds with numeraire changes (Q966534)
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scientific article; zbMATH DE number 5700785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of convertible bonds with numeraire changes |
scientific article; zbMATH DE number 5700785 |
Statements
The valuation of convertible bonds with numeraire changes (English)
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23 April 2010
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convertible bonds
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complete market
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numeraire changes
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closed-form solution
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