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Valuation of reverse convertibles in the variance gamma economy
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
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A general closed-form spread option pricing formula
Caldana, Ruggero; Fusai, Gianluca - In: Journal of banking & finance 37 (2013) 12, pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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Bachelier model with stopping time and its insurance application
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Insurance / Mathematics & economics 93 (2020), pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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Valuation of convertible bonds with sequential conversion
Bühler, Wolfgang; Koziol, Christian - In: Schmalenbach business review : sbr 54 (2002) 4, pp. 302-334
Persistent link: https://www.econbiz.de/10001701908
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Bewertung von Bezugsrechten auf Convertible Securities : eine theoretische und empirische Analyse
Ketzler, Rolf - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002749834
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Global convertible investing : the Gabelli way
Woodson, Hart - 2002
Persistent link: https://www.econbiz.de/10001664528
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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Valuation of convertible bonds when investors act strategically
Koziol, Christian - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002063123
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte; Décamps, Jean-Paul; Koehl, … - 1996
Persistent link: https://www.econbiz.de/10000936713