Pricing contingent convertibles with idiosyncratic risk

DOI10.1111/ijet.12372zbMath1530.91606MaRDI QIDQ6053640

Xiao-Lin Wang, Pingping Zeng, Zhaojun Yang

Publication date: 23 October 2023

Published in: International Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

risk-shiftingcapital structureutility-based pricingCoCosconversion ratio

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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