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Convertible Bonds
  • Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk models , P. Kovalov, V. Linetsky (2008)
  • Convertible Bond in a Defaultable Diffusion Model models , T.R.Bielecki, S.Crepey, M.Jeanblanc, M.Rutkowski (2007)
  • The Valuation of Convertible Bonds With Credit Risk models , E. Ayache, P.A. Forsyth, K.R. Vetzal (2003)
  • Convertible Bonds with Call Notice Periods models , A.J. Grau, P.A. Forsyth, K.R. Vetzal (2003)
  • Calibration and Implementation of Convertible Bond Models models , L. Andersen, D. Buffum (2002)
  • Valuing Convertible Bonds as Derivatives models , I. Bardhan, A. Bergier, E. Derman, C. Dosembet, I. Kani (1994)





















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