The following pages link to (Q5320336):
Displaying 15 items.
- Binary tree pricing to convertible bonds with credit risk under stochastic interest rates (Q369835) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- An analytic solution for a Vasicek interest rate convertible bond model (Q964034) (← links)
- CB - time dependent Markov model for pricing convertible bonds (Q1000517) (← links)
- CB--time dependent Markov model for pricing convertible bonds (Q1012208) (← links)
- Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
- A Green's function for a convertible bond using the Vasicek model (Q1848018) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
- (Q3402745) (← links)
- Adapted Downhill Simplex Method for Pricing Convertible Bonds (Q3608283) (← links)
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS (Q5038208) (← links)
- (Q5456206) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)