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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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Pricing callable-puttable convertible bonds with an integral equation approach
Lin, Sha; Zhu, Song-Ping - In: The journal of futures markets 42 (2022) 10, pp. 1856-1911
Persistent link: https://www.econbiz.de/10013465827
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How should a convertible bond be decomposed?
Zhu, Song-ping; Zhang, Jing - In: Decisions in economics and finance : DEF ; a journal of … 35 (2012) 2, pp. 113-149
Persistent link: https://www.econbiz.de/10009656929
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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