Decomposing and valuing callable convertible bonds: a new method based on exotic options
Year of publication: |
2007-02-16
|
---|---|
Authors: | Zhou, Qi-Yuan ; Wu, Chong-Feng ; Feng, Yun |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Callable convertible bonds | Equivalent decomposition | Up-and-out calls | American binary calls | Derivative pricing |
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