An analytic formula for pricing American-style convertible...

An analytic formula for pricing American-style convertible bonds in a regime switching model

Chan, Leunglung, Zhu, Song-Ping
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Volume:
26
Language:
english
Journal:
IMA Journal of Management Mathematics
DOI:
10.1093/imaman/dpu005
Date:
October, 2015
File:
PDF, 412 KB
english, 2015
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