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Decomposing and valuing convertible bonds : a new method based on exotic options
Feng, Yun; Huang, Bing-hua; Young, Martin R.; Zhou, Qi-yuan - In: Economic modelling 47 (2015), pp. 193-206
Persistent link: https://www.econbiz.de/10011439095
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The impact of convertible debt financing on investment timing
Yagi, Kyoko; Takashima, Ryuta - In: Economic modelling 29 (2012) 6, pp. 2407-2416
Persistent link: https://www.econbiz.de/10009673711
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Convertible bonds with resettable conversion prices
Qiu, Junfeng; Zhang, Yongli - In: Economic modelling 31 (2013), pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
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The impact of debt restructuring on dynamic investment and financing policies
Tan, Yingxian; Luo, Pengfei - In: Economic modelling 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012797333
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Strategic deviation and the cost of debt financing
Ye, Zhiwei; Shahab, Yasir; Riaz, Yasir; Ntim, Collins G. - In: Economic modelling 125 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463632
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Parent-subsidiary dispersion, cost of debt and debt default : evidence from China
Li, Bin; Liang, Yilan; Shahab, Yasir; Gull, Ammar Ali; … - In: Economic modelling 107 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013367464
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Analytically pricing European options in dynamic markets : incorporating liquidity variations and economic cycles
He, Xin-Jiang; Pasricha, Puneet; Lin, Sha - In: Economic modelling 139 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015189810
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A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin; Chen, Chun-Da - In: Economic modelling 33 (2013), pp. 533-536
Persistent link: https://www.econbiz.de/10010193332