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Pricing resettable convertible bonds using an integral equation approach
Lin, Sha
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
31
(
2020
)
4
,
pp. 417-443
Persistent link: https://www.econbiz.de/10012314042
Saved in:
2
The limits of granularity adjustments
Fermanian, Jean-David
- In:
Journal of banking & finance
45
(
2014
),
pp. 9-25
Persistent link: https://www.econbiz.de/10010466685
Saved in:
3
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
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