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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
