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Convertible bond issuance volume, capital structure, and firm value
Liao, Yulu; Huang, Paoyu; Ni, Yensen - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449241
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Pecking order of convertible security financing for start-up ventures and overinvestment
Shimizu, Makoto - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014485470
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Economic policy uncertainty and cost of debt financing : international evidence
Quoc Trung Tran - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822179
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Static hedging of chained-type barrier options
Jun, Doobae; Ku, Hyejin - In: The North American journal of economics and finance : a … 33 (2015), pp. 317-327
Persistent link: https://www.econbiz.de/10011535249
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng; Xie, Xiaoke - In: The North American journal of economics and finance : a … 31 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
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Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The North American journal of economics and finance : a … 30 (2014), pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
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Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon; Zheng, Wen-Jie; Lin, Chao-Yang; Lin, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
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Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo; Li, Shenghong; Ma, Yong - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
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Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang; Peng, Cheng; Bao, Ying; Zhao, Yanlong - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012656950