CONVERTIBLE BOND PRICING MODELS-Reference-Cited by-同舟云学术

CONVERTIBLE BOND PRICING MODELS

Published:2013-03-19 Issue:5 Volume:28 Page:775-803
ISSN:0950-0804
Container-title:Journal of Economic Surveys
language:en
Short-container-title:Journal of Economic Surveys

Author:

Batten Jonathan A.¹,Khaw Karren Lee-Hwei²,Young Martin R.²

Affiliation:

1. Department of Finance Hong Kong University of Science & Technology and Monash University Melbourne

2. School of Economics and Finance, Massey University

Funder

Ministry of Higher Education of Malaysia

Northern University of Malaysia

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/joes.12016/fullpdf

Reference108 articles.

1. Risk and return in convertible arbitrage: evidence from the convertible bond market;Agarwal;Journal of Empirical Finance,2011

2. Albul , B. Jaffee , D.M. Tchistyi , A. 2010 Contingent convertible bonds and capital structure decisions http://faculty.haas.berkeley.edu/Tchistyi/CCB.pdf

3. Pricing and hedging mandatory convertible bonds;Ammann;Journal of Derivatives,2006

4. Are convertible bonds underpriced? An analysis of the French market;Ammann;Journal of Banking and Finance,2003

5. Simulation-based pricing of convertible bonds;Ammann;Journal of Empirical Finance,2008

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

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

3. A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model;Journal of Futures Markets;2022-08-08

4. Analyzing interactive call, default, and conversion policies for corporate bonds;Journal of Futures Markets;2022-06-13

5. Convertible bond valuation with regime switching;Chaos, Solitons & Fractals;2021-09