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Callable barrier reverse convertible securities
Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Quantitative finance 21 (2021) 9, pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
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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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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