Decomposing and valuing convertible bonds : a new method based on exotic options
Year of publication: |
June 2015
|
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Authors: | Feng, Yun ; Huang, Bing-hua ; Young, Martin R. ; Zhou, Qi-yuan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 47.2015, p. 193-206
|
Subject: | Convertible bonds | Complete decomposition | Exotic options | Call provisions | Put provisions | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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