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Pricing and hedging convertible bonds: delayed calls and uncertain volatility

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Yiğitsbaşioğlu, A. B. and Alexander, C. (2006) Pricing and hedging convertible bonds: delayed calls and uncertain volatility. International Journal of Theoretical and Applied Finance, 9 (3). pp. 415-453. ISSN 1793-6322 doi: 10.1142/S0219024906003573

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20513
Identification Number/DOI 10.1142/S0219024906003573
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher World Scientific Publishing Co
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Download
Full text not archived in this repository.
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