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When the bubble is going to burst
Chen, Jing - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 285-292
Persistent link: https://www.econbiz.de/10001437397
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Pricing and hedging convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora; Alexander, Carol - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
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CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano; Garcia, João; Pede, Nicola - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
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Valuation of exchangeable convertiblebonds
Realdon, Marco - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 701-721
Persistent link: https://www.econbiz.de/10002200659
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Pricing defaultable debt : some exact results
Wang, D. F. - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 95-99
Persistent link: https://www.econbiz.de/10001372094
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A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
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Pricing sovereign contingent convertible debt
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-36
Persistent link: https://www.econbiz.de/10011970916
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Analytic pricing of CoCo bonds
Turfus, Colin; Shubert, Alexander - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10011734058
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Numerical pricing of CoCo bonds with parisian trigger feature using the fortet method
Leung, Chi Man; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-22
Persistent link: https://www.econbiz.de/10011763939
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Market equilibrium with capital loss deduction options
Murphy, Austin - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 783-803
Persistent link: https://www.econbiz.de/10001612224