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~isPartOf:"IMA journal of management mathematics"
~isPartOf:"International journal of financial engineering and risk management"
~subject:"Finanzanalyse"
~subject:"Risiko"
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The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes
Bertocchi, Marida
;
Moriggia, Vittorio
;
Torricelli, Costanza
- In:
International journal of financial engineering and risk …
2
(
2015
)
2
,
pp. 73-86
Persistent link: https://www.econbiz.de/10011527488
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2
An analytic formula for pricing American-style convertible bonds in a regime switching model
Chan, Leunglung
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 402-428
Persistent link: https://www.econbiz.de/10011515674
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