How should a convertible bond be decomposed?
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Recommendations
- scientific article; zbMATH DE number 5669806
- Convertible bond valuation with regime switching
- A refined Laplace-Carson transform approach to valuing convertible bonds
- The martingale pricing for convertible bonds with dividend-paying under stochastic interest
- Two-factor convertible bonds valuation using the method of characteristics/finite elements
Cites work
- A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
- A finite volume approach for contingent claims valuation
- CRITICAL STOCK PRICE NEAR EXPIRATION
- On optimal stopping and free boundary problems
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations *
- The Mathematics of Financial Derivatives
- The use and pricing of convertible bonds
- Two-factor convertible bonds valuation using the method of characteristics/finite elements
Cited in
(6)- Pricing puttable convertible bonds with integral equation approaches
- Convertible bond valuation with regime switching
- AN ANALYTICAL APPROXIMATION FOR CONVERTIBLE BONDS
- Pricing a resettable convertible bond based on decomposition method and PDE models
- A refined Laplace-Carson transform approach to valuing convertible bonds
- Pricing convertible bonds under expectation of ownership-split reform
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