Pages that link to "Item:Q5000461"
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The following pages link to Pricing resettable convertible bonds using an integral equation approach (Q5000461):
Displaying 8 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)
- 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)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)