Pages that link to "Item:Q1718237"
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The following pages link to Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237):
Displaying 14 items.
- Binary tree pricing to convertible bonds with credit risk under stochastic interest rates (Q369835) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- Pricing convertible bonds and change of probability measure (Q741859) (← links)
- A note on ``Monte Carlo analysis of convertible bonds with reset clauses'' (Q1044127) (← links)
- How do capital structure and economic regime affect fair prices of bank's equity and liabilities? (Q1615809) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- (Q3402745) (← links)
- A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes (Q5051975) (← links)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
- Analyzing pricing of convertible bonds with stochastic interest rate model (Q5196254) (← links)
- (Q5320336) (← links)
- An analytic formula for pricing American-style convertible bonds in a regime switching model (Q5382671) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
