A TREE MODEL FOR PRICING CONVERTIBLE BONDS WITH EQUITY, INTEREST RATE, AND DEFAULT RISK
Year of publication: |
2007
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Authors: | Chambers, Donald R. ; Lu, Qin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 14.2007, 4, p. 25-46
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