Analyzing interactive call, default, and conversion policies for corporate bonds
Liang-Chih Liu, Tian-Shyr Dai, Lei Zhou, Hao-Han Chang
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Liang-Chih ; Dai, Tian-Shyr ; Zhou, Lei ; Chang, Hao-Han |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 8, p. 1597-1638
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| Subject: | call policy | conversion policy | corporate bond with embedded options | game option | risk-neutral valuation | Unternehmensanleihe | Corporate bond | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Rüstungskonversion | Defence conversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013288012