Pages that link to "Item:Q1999664"
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The following pages link to Pricing puttable convertible bonds with integral equation approaches (Q1999664):
Displaying 13 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- Dividends sharing convertible bonds pricing and numerical evaluation (Q474291) (← 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)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- (Q3402745) (← links)
- Adapted Downhill Simplex Method for Pricing Convertible Bonds (Q3608283) (← links)
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS (Q5038208) (← links)
- An Integral Equation Approach for Bond Prices with Applications to Credit Spreads (Q5139551) (← links)
- (Q5320336) (← links)
- Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)