Next generation models for convertible bonds with credit risk
- 1 December 2002
- journal article
- Published by Wilmott Magazine Ltd in Wilmott
- Vol. 2002 (1) , 68-77
- https://doi.org/10.1002/wilm.42820020120
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Pricing Convertible Bonds with Default RiskThe Journal of Fixed Income, 2001
- Valuing Convertible Bonds with Credit RiskThe Journal of Fixed Income, 1998
- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976