Pricing puttable convertible bonds with integral equation approaches
type: Item
instance of: scholarly article
title: Pricing puttable convertible bonds with integral equation approaches
zbMATH Open document ID: 1415.91297
author: Sha Lin
author: Xiaoping Lu
author: Song-Ping Zhu
publication date: 2019-06-27T00:00:00Z
full work available at URL: https://ro.uow.edu.au/eispapers1/1996
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45G15
zbMATH DE Number: 7074086
zbMATH Keywords: puttable convertible bond
zbMATH Keywords: Fourier transform
zbMATH Keywords: integral equation approach
MaRDI profile type: Publication
OpenAlex ID: W2788445969
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DOI: 10.1016/J.CAMWA.2018.01.007
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7074086