Pricing contingent convertibles with idiosyncratic risk (Q6053640)

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scientific article; zbMATH DE number 7753501
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English
Pricing contingent convertibles with idiosyncratic risk
scientific article; zbMATH DE number 7753501

    Statements

    title
    Pricing contingent convertibles with idiosyncratic risk (English)
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    author
    Xiao-Lin Wang
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    Zhaojun Yang
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    Pingping Zeng
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    publication date
    23 October 2023
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    zbMATH Keywords
    capital structure
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    CoCos
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    conversion ratio
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    risk-shifting
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    utility-based pricing
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    Identifiers

    zbMATH DE Number
    7753501
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    DOI
    10.1111/IJET.12372
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