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~isPartOf:"IMA journal of management mathematics"
~isPartOf:"Investment management and financial innovations"
~subject:"Finanzanalyse"
~subject:"Risiko"
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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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Research on the risky convertible bond with reset clause : application of finite difference method
Jiang, I-ming
;
Shiao, Wei-wei
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 61-68
Persistent link: https://www.econbiz.de/10009579427
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