Pricing puttable convertible bonds with integral equation approaches (Q1999664): Difference between revisions

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-Song-Ping Zhu
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+Song-Ping Zhu
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+MaRDI publication profile
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+W2788445969
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@@ Property / cites work @@
+The use and pricing of convertible bonds
@@ Property / cites work: The use and pricing of convertible bonds / rank @@
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+A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
+Normal rank
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+An analytic formula for pricing American-style convertible bonds in a regime switching model
+Normal rank
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+Two-factor convertible bonds valuation using the method of characteristics/finite elements
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+A finite volume approach for contingent claims valuation
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+How should a convertible bond be decomposed?
@@ Property / cites work: How should a convertible bond be decomposed? / rank @@
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Q4781779
@@ Property / cites work: Q4781779 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
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+Game options
@@ Property / cites work: Game options / rank @@
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+Q5462196
@@ Property / cites work: Q5462196 / rank @@
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@@ Property / cites work @@
+Q5568092
@@ Property / cites work: Q5568092 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
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@@ Property / cites work @@
+A simple iterative method for the valuation of American options
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+American options on assets with dividends near expiry
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@@ Property / cites work @@
+Q5528042
@@ Property / cites work: Q5528042 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1999664