Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree-Reference-Cited by-同舟云学术

Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree

Author:

Ma Changfu¹,Xu Wei²,Yuan George¹³⁴⁵⁶

Affiliation:

1. School of Mathematical Sciences, Tongji University, Shanghai 200092, People's Republic of China

2. Department of Mathematics, Ryerson University, Toronto, ON, Canada

3. Business School, Chengdu University, Chengdu 610106, People's Republic of China

4. School of Financial Technology, Shanghai Lixin University of Accounting and Finance, Shanghai 201209, People's Republic of China

5. Business School, Sun Yat-Sen University, Guangzhou 510275, People's Republic of China

6. Center for Financial Engineering, Soochow University, Suzhou 215008, People's Republic of China

Funder

Natural Sciences and Engineering Research Council of Canada

National Natural Science Fund of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

Reference34 articles.

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