Pages that link to "Item:Q4682998"

The following pages link to Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998):

Displaying 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)