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A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
7 references·0 citing·24 second hop
A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (2006)A closed-form analytical solution for the…A finite volume approach for contingent claims valuation (2001)A finite volume approach for …Pricing Financial Instruments: The Finite Difference Method (2000)Pricing Financial Instruments…LYON Taming (1986)LYON TamingAnalyzing Convertible Bonds (1980)Analyzing Convertible BondsCONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION (1977)CONVERTIBLE BONDS: VALUATION …A contingent-claims valuation of convertible securities (1977)A contingent-claims valuation…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)Quantifying Credit Risk I: Default Prediction (2003)Another Look at Models of the Short-Term Interest Rate (1996)Valuing Risky Fixed Rate Debt: An Extension (1997)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A continuous time approach to the pricing of bonds (1979)A Two‐Person Game for Pricing Convertible Bonds (2006)Convertible Bond Underpricing: Renegotiable Covenants, Seasoning, and Convergence (2007)Dynkin's Games and Israeli Options (2013)Robust numerical methods for contingent claims under jump diffusion processes (2004)A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Managing capacity for telecommunications networks under uncertainty (2002)Two-factor convertible bonds valuation using the method of characteristics/finite elements (2003)Numerical solution of two asset jump diffusion models for option valuation (2007)Valuing Corporate Securities: Some Effects of Bond Indenture Provisions (1976)Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis (1978)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1980Analyzing Convertible Bonds568 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 2000Pricing Financial Instruments: The Finite Difference Method478 cited
  • 1977CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION473 cited
  • 1986LYON Taming93 cited
  • 2001A finite volume approach for contingent claims valuation84 cited

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