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Simulation-based pricing of convertible bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - In: Journal of empirical finance 15 (2008) 2, pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
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A simulation-based pricing method for convertible bonds
Kind, Axel; Wilde, Christian - 2003
Persistent link: https://www.econbiz.de/10001779259
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The pricing of convertible bonds : an analysis of the French market
Ammann, Manuel; Kind, Axel H.; Wilde, Christian - 2001
Persistent link: https://www.econbiz.de/10001574812
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Pricing American-style options by simulation
Kind, Axel - In: Financial markets and portfolio management 19 (2005) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10003213078
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The value of corporate voting rights embedded in option prices
Kind, Axel; Poltera, Marco - In: The journal of corporate finance : contracting, … 22 (2013), pp. 16-34
Persistent link: https://www.econbiz.de/10010126262
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000674017
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel (contributor); Seiz, Ralf (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376056
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000994013
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Relative implied volatility arbitrage with index options : another look at market efficiency
Ammann, Manuel; Herriger, Silvan - 2001
Persistent link: https://www.econbiz.de/10001584180