Perpetual convertible bonds

SIAM Journal on Control and Optimization

Volumn 43, Issue 1, 2005, Pages 58-85

  Sîrbu, Mihai ^a   Pikovsky, Igor ^b   Shreve, Steven E ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b Credit Suisse group   (Switzerland)

Author keywords

Convertible bonds; Stochastic calculus; Viscosity solutions

Indexed keywords

CONVERTIBLE BONDS; SHAREHOLDER EQUITY; STOCHASTIC CALCULUS; VISCOSITY SOLUTIONS;

FUNCTIONS; NONLINEAR EQUATIONS; ORDINARY DIFFERENTIAL EQUATIONS; RANDOM PROCESSES; SET THEORY; THEOREM PROVING;

FINANCE;

EID: 14244255363     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012902412458     Document Type: Article

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