Pricing contingent convertibles with idiosyncratic risk
Year of publication: |
2023
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Authors: | Wang, Xiaolin ; Yang, Zhaojun ; Zeng, Pingping |
Published in: |
International journal of economic theory. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1742-7363, ZDB-ID 2182356-X. - Vol. 19.2023, 3, p. 660-693
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Subject: | capital structure | CoCos | conversion ratio | risk-shifting | utility-based pricing | Wandelanleihe | Convertible bond | Kapitalstruktur | Capital structure | Risiko | Risk | Theorie | Theory |
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