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pro vyhledávání: '"Eric C. K. Yu"'
Autor:
William T. Shaw, Eric C. K. Yu
Publikováno v:
International Journal of Theoretical and Applied Finance. 11(08):905-941
We propose a general approach that requires only a simple change of variable that keeps the valuation of call and put options (convertible bonds) with strike (conversion) price resets two-dimensional in the classical Black–Scholes setting. A link b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac6ab1a3b7526d08f2dab74251c334c9
http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S0219024908005081
http://www.worldscinet.com/cgi-bin/details.cgi?type=pdf&id=pii:S0219024908005081
Autor:
Eric C. K. Yu
Publikováno v:
Progress in Industrial Mathematics at ECMI 2006 ISBN: 9783540719915
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64af5248beec69cf6d525e6273beacb7
https://doi.org/10.1007/978-3-540-71992-2_105
https://doi.org/10.1007/978-3-540-71992-2_105
Autor:
YU, ERIC C. K.1 eric.yu@ldfm.com, SHAW, WILLIAM T.2 william.shaw@kcl.ac.uk
Publikováno v:
International Journal of Theoretical & Applied Finance. Dec2008, Vol. 11 Issue 8, p905-941. 37p. 3 Charts, 8 Graphs.
ECMI is synonymous with European Mathematics for Industry and organizes successful biannual conferences. The 14th European Conference for Mathematics in Industry held in Leganés (Madrid) focused on Aerospace, Information and Communications, Material