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~isPartOf:"Bonn Econ Discussion Papers"
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uncertain volatility
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Convertible bond
4
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interest rate risk
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1
Convertible Bonds: Risks and Optimal Strategies
Huang, Haishi
-
2010
geometric Brownian motion. Finally, we derive pricing bounds for convertible bonds in an
uncertain
volatility
model, i.e. when …
Persistent link: https://www.econbiz.de/10010270423
Saved in:
2
Convertible Bonds: Default Risk and
Uncertain
Volatility
Huang, Haishi
-
2010
bounds for convertible bonds are derived in an
uncertain
volatility
model, i.e. when the volatility of the stock price …
Persistent link: https://www.econbiz.de/10010270426
Saved in:
3
Convertible Bonds: Risks and Optimal Strategies
Huang, Haishi
-
University of Bonn, Germany
-
2009
geometric Brownian motion. Finally, we derive pricing bounds for convertible bonds in an
uncertain
volatility
model, i.e. when …
Persistent link: https://www.econbiz.de/10008475713
Saved in:
4
Convertible Bonds: Default Risk and
Uncertain
Volatility
Huang, Haishi
-
University of Bonn, Germany
-
2009
bounds for convertible bonds are derived in an
uncertain
volatility
model, i.e. when the volatility of the stock price …
Persistent link: https://www.econbiz.de/10008485510
Saved in:
5
The Risk Management of Minimum Return Guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
--insurance products makes it necessary to lift the Black/Scholes assumptions and consider an
uncertain
volatility
scenario, thus …
Persistent link: https://www.econbiz.de/10010263089
Saved in:
6
The Risk Management of Minimum Return Guarantees
Mahayni, Antje
;
Schlögl, Erik
-
University of Bonn, Germany
-
2003
--insurance products makes it necessary to lift the Black/Scholes assumptions and consider an
uncertain
volatility
scenario, thus …
Persistent link: https://www.econbiz.de/10004968403
Saved in:
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