Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Changfu Ma, Wei Xu and George Yuan
| Year of publication: |
2020
|
|---|---|
| Authors: | Ma, Changfu ; Xu, Wei ; Yuan, George |
| Subject: | Brownian bridge | Chinese convertible bond | Default risk | Soft call/put provision | Stochastic interest rate | Willow tree approach | Wandelanleihe | Convertible bond | China | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1814022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313551