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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of derivatives & hedge funds"
~subject:"Finanzanalyse"
~subject:"Option pricing theory"
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Option pricing theory
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International journal of theoretical and applied finance
Journal of derivatives & hedge funds
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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4
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Numerical pricing of CoCo bonds with parisian trigger feature using the fortet method
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011763939
Saved in:
2
Analytic pricing of CoCo bonds
Turfus, Colin
;
Shubert, Alexander
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011734058
Saved in:
3
A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
Saved in:
4
CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
5
A simple and precise method for pricing convertible bond with credit risk
Xiao, Tim
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 259-277
Persistent link: https://www.econbiz.de/10010259401
Saved in:
6
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
7
Valuation of exchangeable convertiblebonds
Realdon, Marco
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 701-721
Persistent link: https://www.econbiz.de/10002200659
Saved in:
8
Pricing defaultable debt : some exact results
Wang, D. F.
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 95-99
Persistent link: https://www.econbiz.de/10001372094
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