Pricing convertible bonds
Jonathan A. Batten, Karren Lee-Hwei Khaw, Martin R. Young
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Batten, Jonathan A. ; Khaw, Karren Lee-Hwei ; Young, Martin R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 92.2018, p. 216-236
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| Subject: | Convertible bonds | Global financial crisis | Pricing | Stochastic volatility | Real-time trade prices | Liquidity | Wandelanleihe | Convertible bond | Finanzkrise | Financial crisis | Volatilität | Volatility | Welt | World | Preismanagement | Pricing strategy | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011964571