Pricing and hedging convertible bonds: delayed calls and uncertain volatilityTools 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 Full text not archived in this repository. To link to this article DOI: 10.1142/S0219024906003573
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