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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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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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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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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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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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Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen; Blanco, Sara Ana Solanilla - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
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The dynamic relationship between stock prices and exchange rates : evidence for Brazil
Tabak, Benjamin Miranda - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1377-1396
Persistent link: https://www.econbiz.de/10003397197
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Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick; Ladde, Gangaram S. - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-72
Persistent link: https://www.econbiz.de/10011419362