Pricing CoCos with equity conversion covenant in a distressed market environment (Q6649930)
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scientific article; zbMATH DE number 7955234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing CoCos with equity conversion covenant in a distressed market environment |
scientific article; zbMATH DE number 7955234 |
Statements
Pricing CoCos with equity conversion covenant in a distressed market environment (English)
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6 December 2024
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contingent convertible bond
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Black-Scholes model
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perpetual put
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