Pricing convertible bonds based on a multi-stage compound-option model

✍ Scribed by Pu Gong; Zhiwei He; Song-Ping Zhu

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 231 KB
• Volume: 366
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2006.02.035