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~subject:"Convertible bond"
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Convertible bond
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Zhu, Song-Ping
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Zhu, Song-ping
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IMA journal of management mathematics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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An analytic formula for pricing American-style convertible bonds in a regime switching model
Chan, Leunglung
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 402-428
Persistent link: https://www.econbiz.de/10011515674
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2
How should a convertible bond be decomposed?
Zhu, Song-ping
;
Zhang, Jing
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 113-149
Persistent link: https://www.econbiz.de/10009656929
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3
Pricing resettable convertible bonds using an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
31
(
2020
)
4
,
pp. 417-443
Persistent link: https://www.econbiz.de/10012314042
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4
Pricing callable-puttable convertible bonds with an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1856-1911
Persistent link: https://www.econbiz.de/10013465827
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