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Valuation of callable/putable...
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Showing
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1
A fundamental approach to corporate
bond
options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
A joint factor model for bonds, stocks, and
options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
3
Bias correction for
bond
option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
4
A robust pricing of specific structured bonds with coupons
Evgenidis, Anastasios
;
Siriopoulos, Costas
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
3
,
pp. 234-247
Persistent link: https://www.econbiz.de/10010391448
Saved in:
5
American
options
and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
Saved in:
6
Evergreen trees : the likelihood ratio method for binomial and trinomial trees
Davis, Tom P.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10012612943
Saved in:
7
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
Saved in:
8
Jump and volatility risk in the cross-section of corporate
bond
returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
9
Rating migration and
bond
valuation : a historical interest rate and default probability term structures
Barnard, Brian
- In:
Expert journal of finance
6
(
2018
)
1
,
pp. 16-39
Persistent link: https://www.econbiz.de/10012053529
Saved in:
10
Bond
duration and convexity under stochastic interest rates and credit spreads
Dione, Ibrahima
;
Lai, Van Son
- In:
The journal of fixed income : JFI
33
(
2023
)
3
,
pp. 75-112
Persistent link: https://www.econbiz.de/10014533801
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