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subject:"Option pricing theory"
~isPartOf:"Quantitative finance"
~isPartOf:"Schmalenbach business review : sbr"
~subject:"Theorie"
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Option pricing theory
Theorie
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ECONIS (ZBW)
6
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1
A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Chang, Hao-Han
;
Zhou, Lei
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
Saved in:
2
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
3
Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
Saved in:
4
Optimal debt service : straight vs. convertible debt
Koziol, Christian
- In:
Schmalenbach business review : sbr
58
(
2006
)
2
,
pp. 124-151
Persistent link: https://www.econbiz.de/10003308774
Saved in:
5
Discussion of "Optimal debt service : straight vs. convertible debt"
Friedl, Gunther
- In:
Schmalenbach business review : sbr
58
(
2006
)
2
,
pp. 152-156
Persistent link: https://www.econbiz.de/10003308789
Saved in:
6
Valuation of convertible bonds with sequential conversion
Bühler, Wolfgang
;
Koziol, Christian
- In:
Schmalenbach business review : sbr
54
(
2002
)
4
,
pp. 302-334
Persistent link: https://www.econbiz.de/10001701908
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