Dividends sharing convertible bonds pricing and numerical evaluation

zbMath1299.91141MaRDI QIDQ474291

Haiyang Wang, Xu Guo

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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Convertible bonds with higher loan rate: model, valuation, and optimal strategy

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