Pricing callable-puttable convertible bonds with an integral equation approach
Year of publication: |
2022
|
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Authors: | Lin, Sha ; Zhu, Song-Ping |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 10, p. 1856-1911
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Subject: | callable-puttable convertible bond | integral equation | three different scenarios | Wandelanleihe | Convertible bond | Theorie | Theory | Marktintegration | Market integration |
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