Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
CB--time dependent Markov model for pricing convertible bonds - MaRDI portal

CB--time dependent Markov model for pricing convertible bonds

From MaRDI portal

Publication:1012208

Jump to:navigation, search

DOI10.1023/A:1010000816071zbMath1157.91362MaRDI QIDQ1012208

Hiroshi Tsuda, Takeaki Kariya

Publication date: 15 April 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

correlation structure convertible bonds random cash-flow discount function time-dependent Markov model

Mathematics Subject Classification ID

This page was built for publication: CB--time dependent Markov model for pricing convertible bonds

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1012208&oldid=13007680"