Pages that link to "Item:Q5483447"
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The following pages link to PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY (Q5483447):
Displaying 6 items.
- A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
- Analysis of Convertible Bond Value Based on Integration of Support Vector Machine and Copula Function (Q3102905) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS (Q4906514) (← links)
- (Q5462196) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)