Zabolotnyuk, Yuriy; Jones, Robert; Veld, Chris - In: Financial Management 39 (2010) 2, pp. 675-706
"This paper empirically compares three convertible bond valuation models. We use an innovative approach where all model parameters are estimated by the Marquardt algorithm using a subsample of convertible bond prices. The model parameters are then used for out-of-sample forecasts of convertible...