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A complete model for pricing coco bonds
Milanov, Krasimir; Kunčev, Ognjan I.; Fabozzi, Frank J. - In: The journal of fixed income 29 (2020) 3, pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
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A recursive parameter estimation technique for term structure models
Chua, Choong Tze; Ramaswamy, Krishna - In: The journal of fixed income 20 (2010/11) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377