Decomposing and valuing convertible bonds : a new method based on exotic options
Yun Feng, Bing-hua Huang, Martin Young, Qi-yuan Zhou
| Year of publication: |
June 2015
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| Authors: | Feng, Yun ; Huang, Bing-hua ; Young, Martin R. ; Zhou, Qi-yuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 47.2015, p. 193-206
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| Subject: | Convertible bonds | Complete decomposition | Exotic options | Call provisions | Put provisions | Wandelanleihe | Convertible bond | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Dekompositionsverfahren | Decomposition method | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011439095