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Pricing American option using a modified fractional black-scholes model under multi-state regime switching

Yousuf, M.; Khaliq, Abdul Q. M. - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-21

Persistent link: https://www.econbiz.de/10014497295

Valuation of municipal bonds with embedded options

Fabozzi, Frank J.; Kalotay, Andrew; Dorigan, Michael P. - In: The handbook of municipal bonds, (pp. 513-536). 2008

Persistent link: https://www.econbiz.de/10003715006

Optimal policies of call with notice period requirement

Dai, Min; Kwok, Yue-Kuen - In: Asia-Pacific financial markets 12 (2005) 4, pp. 353-373

Persistent link: https://www.econbiz.de/10003496713

Determinants of corporate call policy for convertible bonds

King, Tao-Hsien Dolly; Mauer, David C. - In: The journal of corporate finance : contracting, … 24 (2014), pp. 112-134

Persistent link: https://www.econbiz.de/10010243503

South Sea Company subscription shares and warrant values in 1720

Shea, Gary S. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002826328

South Sea Company subscription shares and warrant values in 1720

Shea, Gary S. - 2004

Persistent link: https://www.econbiz.de/10002433832

Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models

Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...

Persistent link: https://www.econbiz.de/10013521005

Effects of issuing warrants and corporate bonds on traded options

Hua, Qiuling; Li, Jia; Yang, Chengrong - In: Journal of corporate treasury management : the official … 2 (2008/09) 1, pp. 37-41

Persistent link: https://www.econbiz.de/10003772958

Equilibrium real options exercise strategies with multiple players : the case of real estate markets

Wang, Ko; Zhou, Yuquing - In: Real estate economics : journal of the American Real … 34 (2006) 1, pp. 1-49

Persistent link: https://www.econbiz.de/10003325671

Empirical tests of the Longstaff extendible warrant model

Hauser, Shmuel - In: Journal of empirical finance 3 (1996) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001208679