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Institution:数学学院

Title of Paper:Dynkin Game For Callable-Puttable Convertible Bonds: The Valuation and Sensitivity Analysis

Journal:Communications in Mathematical Sciences

First Author:杜凯

Correspondence Author:吴臻

All the Authors:张德涛

Document Code:A988DAB227F64CCF8DD0F6ED1B2782E3

Discipline:Natural Science

First-Level Discipline:Mathematics

Document Type:J

Volume:19

Issue:3

Page Number:647

Impact Factor:1.303

DOI Number:10.4310/CMS.2021.v19.n3.a4

Translation or Not:No

Date of Publication:2021-05

Included Journals:SCI

Release Time:2021-05-07