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The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management

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References

1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
1991Estimating Variance From High, Low and Closing Prices617 cited
2000Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices450 cited
2009Too Big to Fail303 cited
1996Dynamic Hedging : Managing Vanilla and Exotic Options222 cited
1998Valuing Convertible Bonds with Credit Risk222 cited
2006Efficient Pricing of Derivatives on Assets with Discrete Dividends80 cited
2003Liquidity Black Holes: Understanding, Quantifying and Managing Financial Liquidity Risk53 cited
2011Counting the Costs30 cited

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2011Efficient Pricing of Contingent Convertibles Under Smile Conform Models21 cited

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