| The valuation and optimal strategies of callable convertible bonds (PJO) |
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Volume 1
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Number 2
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pp. 375-386
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| The valuation and optimal strategies of callable convertible bonds |
| Kyoko Yagi and Katsushige Sawaki |
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| Key words |
Mathematices Subject Classification |
| H-∞ synthesis, nonsmooth optimization, stability radius, global optimization
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91B28 |
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| Copyright© 2011 Yokohama Publishers |
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