The price determinants of contingent convertible bonds-Reference-Cited by-同舟云学术

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The price determinants of contingent convertible bonds

Published:2021-11 Issue: Volume:43 Page:102015
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Zeitsch Peter J.,Davis Tom P.^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference21 articles.

1. Calibration and implementation of convertible bond models;Andersen;J. Comput. Finance,2004

2. Valuation of convertible bonds with credit risk;Ayache;J. Deriv.,2003

3. Centrality and network flow;Borgatti;Soc. Netw.,2005

4. A reduced-form contingent convertible bond model with deterministic conversion intensity;Cheridito;J. Risk,2015

5. Pricing of contingent convertibles under smile conform models;Corcuera;J. Credit Risk,2013

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Perpetual cancellable American options with convertible features;Modern Stochastics: Theory and Applications;2023

2. Convertible Bond Arbitrage Smart Beta;Computational Economics;2022-12-18

3. Option features and price discovery in convertible bonds;Journal of Futures Markets;2022-12-15

4. Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis;Journal of Financial Regulation;2022-08-15

5. Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk;Complexity;2022-05-24

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