Pages that link to "Item:Q4682998"
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The following pages link to Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998):
Displayed 5 items.
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (Q2828050) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
- Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)