Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach
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Publication:5139479
DOI10.1142/9789811202391_0059zbMath1451.91199OpenAlexW3080418459MaRDI QIDQ5139479
Lie-Jane Kao, Li-Shya Chen, Cheng-Few Lee
Publication date: 9 December 2020
Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9789811202391_0059
risk-shiftingstock repurchasedebt-like signalequity-like signalrecurrent survival analysisrisk-mitigating effectsequential conversion
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20) Estimation in survival analysis and censored data (62N02)