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

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Affiliation of Author(s):数学学院

Journal:Communications in Mathematical Sciences

All the Authors:张德涛

First Author:杜凯

Indexed by:Unit Twenty Basic Research

Correspondence Author:吴臻

Document Code:A988DAB227F64CCF8DD0F6ED1B2782E3

Discipline:Natural Science

First-Level Discipline:Mathematics

Document Type:J

Volume:19

Issue:3

Page Number:647

Translation or Not:no

Date of Publication:2021-05-01

Included Journals:SCI

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