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Die Bewertung von Options- und Wandelanleihen bei Konkursrisiko
Reiß, Ariane; Schöbel, Rainer - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 28 (1999) 3, pp. 131-135
Persistent link: https://www.econbiz.de/10001353685
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A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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A simple and precise method for pricing convertible bond with credit risk
Xiao, Tim - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 259-277
Persistent link: https://www.econbiz.de/10010259401
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A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr; Fan, Chen-Chiang; Liu, Liang-Chih; … - In: The journal of futures markets 42 (2022) 12, pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
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An empirical comparison of convertible bond valuation models
Zabolotnyuk, Yuriy; Jones, Robert; Veld, Chris H. - In: Financial management 39 (2010) 2, pp. 675-706
Persistent link: https://www.econbiz.de/10008647097
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Valuing convertible bonds and the option to exchange bonds for stock
Finnerty, John D. - In: The journal of corporate finance : contracting, … 31 (2015), pp. 91-115
Persistent link: https://www.econbiz.de/10011290007
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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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Verwässerungsschutz bei Finanzierungsinstrumenten mit Optionselementen am Beispiel von Wandelanleihen
Greggers, Timo; Nippel, Peter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 64 (2012) 5, pp. 494-521
Persistent link: https://www.econbiz.de/10009580711
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Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David; Haber, Richard; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582828