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PDF) Valuing Convertible Bonds as Derivatives
Konstantinos TSIVERIOTIS | Athens State University, Athens | Department of Health and Professional Studies
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Optimal call prices with uncertain volatility (far from call case). | Download Scientific Diagram
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PDF) A Fourier transform-based method for convertible bonds in a jump diffusion setting with stochastic interest rates
Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach"
PDF) Pricing and hedging convertible bonds: Delayed calls and uncertain volatility
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