Pricing callable–puttable convertible bonds with an integral equation approach-Reference-Cited by-同舟云学术

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Pricing callable–puttable convertible bonds with an integral equation approach

Published:2022-07-12 Issue:10 Volume:42 Page:1856-1911
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Lin Sha¹^ORCID,Zhu Song‐Ping²^ORCID

Affiliation:

1. School of Finance Zhejiang Gongshang University Hangzhou China

2. School of Mathematics and Applied Statistics University of Wollongong Wollongong New South Wales Australia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22363

Reference39 articles.

1. Are convertible bonds underpriced? An analysis of the French market

2. Two-factor convertible bonds valuation using the method of characteristics/finite elements

3. Black F. Jensen M. C. &Scholes M. S.(1972).The capital asset pricing model: Some empirical tests. Studies in the Theory of Capital Markets. Praeger.

4. CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

Cited by 1 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. Numerical PDE-Based Pricing of Convertible Bonds Under Two-Factor Models;Contemporary Mathematics;2024-01-02

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