Convertible bond valuation with regime switching (Q2145547): Difference between revisions

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-.1016/j.chaos.2021.111201
@@ Property / DOI: 10.1016/j.chaos.2021.111201 / rank @@
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+Publication
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.chaos.2021.111201
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+W3193177333
@@ Property / OpenAlex ID: W3193177333 / rank @@
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@@ Property / cites work @@
+Information and option pricings
@@ Property / cites work: Information and option pricings / rank @@
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@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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@@ Property / cites work @@
+Valuing qualitative options with stochastic volatility
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+An analytic valuation method for multivariate contingent claims with regime-switching volatilities
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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 @@
+Two-factor convertible bonds valuation using the method of characteristics/finite elements
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+THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS
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+Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
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+An analytic formula for pricing American-style convertible bonds in a regime switching model
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+Pricing puttable convertible bonds with integral equation approaches
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+Pricing convertible bonds with credit risk under regime switching and numerical solutions
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+Modeling the Dynamics of Credit Spreads with Stochastic Volatility
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+Empirical Performance and Asset Pricing in Hidden Markov Models
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+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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+On Markov‐modulated Exponential‐affine Bond Price Formulae
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@@ Property / DOI @@
+.1016/J.CHAOS.2021.111201
@@ Property / DOI: 10.1016/J.CHAOS.2021.111201 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2145547