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

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+The use and pricing of convertible bonds
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+A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
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+An analytic formula for pricing American-style convertible bonds in a regime switching model
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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?
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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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+Q4781779
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+An equilibrium characterization of the term structure
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+Game options
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+Q5462196
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+Q5568092
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+Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
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+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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+Q5528042
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