Pages that link to "Item:Q2799945"
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The following pages link to Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates (Q2799945):
Displaying 16 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- The pricing of perpetual convertible bond with credit risk (Q551442) (← links)
- The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (Q1000457) (← links)
- Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
- Pricing Chinese convertible bonds with default intensity by Monte Carlo method (Q2296580) (← links)
- Adverse Selection and Convertible Bonds (Q3012093) (← links)
- (Q3073387) (← links)
- (Q3402745) (← links)
- Adapted Downhill Simplex Method for Pricing Convertible Bonds (Q3608283) (← links)
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS (Q5038208) (← links)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
- COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS (Q5256831) (← links)
- (Q5320336) (← links)
- (Q5456206) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)