A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes-Reference-Cited by-同舟云学术

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A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes

Published:2022-09-20 Issue:11 Volume:22 Page:2021-2045
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Liu Liang-Chih¹^ORCID,Dai Tian-Shyr²^ORCID,Chang Hao-Han²^ORCID,Zhou Lei²^ORCID

Affiliation:

1. Department of Information and Finance Management, National Taipei University of Technology, No. 1, Sec. 3, Zhongxiao E. Rd., Taipei, 106, Taiwan

2. Department of Information Management and Finance, National Yang Ming Chiao Tung University, No. 1001 Daxue Rd., Hsinchu, 300, Taiwan

Funder

Ministry of Science and Technology in Taiwan

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2120412

Reference57 articles.

1. Convertible Debt: Corporate Call Policy and Voluntary Conversion

2. Capital Structure and Debt Priority

3. Employee Stock Options and Investment

4. Short sales, price pressure, and the stock price response to convertible bond calls

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