Decomposing and valuing the callable convertible bonds : a new method based on exotic options

Qi-yuan Zhou; Chong-feng Yu; Yun Feng

Year of publication:	2007
Other Persons:	Zhou, Qi-yuan (contributor) ; Wu, Chong-feng (contributor) ; Feng, Yun (contributor)
Publisher:	Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania
Subject:	Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Wandelanleihe \| Convertible bond \| Dekompositionsverfahren \| Decomposition method \| Theorie \| Theory

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